A generalized Hosmer–Lemeshow goodness-of-fit test for multinomial logistic regression models

Morten W. Fagerland () and David W. Hosmer
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Morten W. Fagerland: Oslo University Hospital
David W. Hosmer: University of Massachusetts-Amherst

Stata Journal, 2012, vol. 12, issue 3, 447-453

Abstract: Testing goodness of fit is an important step in evaluating a statistical model. For binary logistic regression models, the Hosmer–Lemeshow goodnessof- fit test is often used. For multinomial logistic regression models, however, few tests are available. We present the mlogitgof command, which implements a goodness-of-fit test for multinomial logistic regression models. This test can also be used for binary logistic regression models, where it gives results identical to the Hosmer-Lemeshow test.

Keywords: mlogitgof; goodness of fit; logistic regression; multinomial logistic regression; polytomous logistic regression (search for similar items in EconPapers)
Date: 2012
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