Hosmer-Lemeshow testean erabilitako talde-kopuruaren azterketa simulazioen bidez

Abstract

Nowadays, the Hosmer-Lemeshow (HL) test is a tool often used to measure the goodness of fit of logistic regression models. However, it has several inconveniences associated with sample size. As a result, it has undergone many modifications in recent years. In this work, by changing the number of groups, we have analyzed the stability of the test’s decisions. When the model is correct, the performance of the HL test is good. What’s more, it doesn’t depend on the sample size. On the other hand, in this case, the use of the proposed number of groups has no significant effect on the results. When the chosen model is misspecified, the performance of the HL test is poor and it is sensitive to sample size. Above all, its performance is poor in small samples. Apart from that, in big samples, the use of the suggested number of groups has an effect on the decisions of the test.