A generalized Hosmer–Lemeshow goodness-of-fit test for multinomial logistic regression models
Morten W. Fagerland
Unit of Biostatistics and Epidemiology
Oslo University Hospital
Oslo, Norway
[email protected]
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David W. Hosmer
Department of Public Health
University of Massachusetts–Amherst
Amherst, MA
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Abstract. Testing goodness of fit is an important step in evaluating a statistical
model. For binary logistic regression models, the Hosmer–Lemeshow
goodness-of-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.
View all articles by these authors:
Morten W. Fagerland, David W. Hosmer
View all articles with these keywords:
mlogitgof, goodness of fit, logistic regression, multinomial logistic regression, polytomous logistic regression
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