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

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.


Issue Date:
2012
Publication Type:
Journal Article
DOI and Other Identifiers:
st0269 (Other)
PURL Identifier:
http://purl.umn.edu/229435
Published in:
Stata Journal, Volume 12, Number 3
Page range:
447-453
Total Pages:
9

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 Record created 2017-04-01, last modified 2017-08-22

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