A generalized Hosmer-Lemeshow goodness-of-fit test for multinomial logistic regression models
A generalized Hosmer-Lemeshow goodness-of-fit test for multinomial logistic regression models
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DOI：
10.1177/1536867x1201200307
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发表时间：
2012-01-01
期刊：
影响因子：
4.8
通讯作者：
Hosmer, David W.
中科院分区：
文献类型：
--
作者：
Fagerland, Morten W.;Hosmer, David W.
检验拟合优度是评估统计模型的重要步骤。对于二元Logistic回归模型，通常使用Hosmer-Lemesow拟合优度检验。然而，对于多项Logistic回归模型，几乎没有可用的检验。我们给出了mlogitgof命令，它实现了多项Logistic回归模型的拟合优度检验。该检验也可用于二元Logistic回归模型，其结果与Hosmer-Lemesshow检验相同。
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 rnultinomial 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.