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A Generalized Hosmer–Lemeshow Goodness-of-Fit Test for Multinomial Logistic Regression Models
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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.
Title: A Generalized Hosmer–Lemeshow Goodness-of-Fit Test for Multinomial Logistic Regression Models
Description:
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.
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