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

Author

Listed:
  • Morten W. Fagerland

    (Oslo University Hospital)

  • David W. Hosmer

    (University of Massachusetts-Amherst)

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.

Suggested Citation

  • Morten W. Fagerland & David W. Hosmer, 2012. "A generalized Hosmer–Lemeshow goodness-of-fit test for multinomial logistic regression models," Stata Journal, StataCorp LP, vol. 12(3), pages 447-453, September.
    • Handle: RePEc:tsj:stataj:v:12:y:2012:i:3:p:447-453
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