A simple test procedure in standardizing the power of Hosmer–Lemeshow test in large data sets

ABSTRACT

The Hosmer–Lemeshow (H–L) test is a widely used method when assessing the goodness-of-fit of a logistic regression model. However, the H–L test is sensitive to the sample sizes and the number of groups in H–L test. Cautions need to be taken for interpreting an H–L test with a large sample size. In this paper, we propose a simple test procedure to evaluate the model fit of logistic regression model with a large sample size, in which a bootstrap method is used and the test result is determined by the power of H–L test at the target sample size. Simulation studies show that the proposed method can effectively standardize the power of the H–L test under the pre-specified level of type I error. Application to the two datasets illustrates the usefulness of the proposed model.

KEYWORDS:

• Logistic regression
• Hosmer–Lemeshow test
• power
• large data sets

Acknowledgement

The authors would like to thank the Associate Editor and referees for very helpful comments.

Disclosure statement

No potential conflict of interest was reported by the authors.

ORCID

Liu Liu http://orcid.org/0000-0002-4792-0264