Hosmer-Lemeshow test

Hosmer-Lemeshow test :

The Hosmer-Lemeshow test is a statistical method used to evaluate the goodness of fit of a binary logistic regression model. This test is commonly used in medical research to assess the predictive ability of a model in terms of its ability to accurately classify patients into different categories, such as diseased or non-diseased.
One example of the use of the Hosmer-Lemeshow test is in predicting the likelihood of developing diabetes. In this study, a logistic regression model is developed using various risk factors such as age, body mass index, family history, and lifestyle habits as predictors. The model is then applied to a sample of individuals and the predicted probabilities of developing diabetes are calculated. The Hosmer-Lemeshow test is then used to assess the model’s ability to accurately predict the likelihood of diabetes development in this sample.
Another example is in predicting the likelihood of mortality in hospitalized patients. In this study, a logistic regression model is developed using various patient characteristics such as age, medical history, and severity of illness as predictors. The model is then applied to a sample of hospitalized patients and the predicted probabilities of mortality are calculated. The Hosmer-Lemeshow test is then used to assess the model’s ability to accurately predict the likelihood of mortality in this sample.
The Hosmer-Lemeshow test is based on the concept of deviance, which is a measure of the difference between the observed and predicted probabilities. The test divides the sample into a predetermined number of groups, known as deciles, based on the predicted probabilities. The observed and predicted probabilities for each decile are then compared to asses the model’s ability to accurately predict the likelihood of the outcome.
To perform the Hosmer-Lemeshow test, the first step is to calculate the deviance for each individual in the sample. This is done by subtracting the predicted probability of the outcome from the observed outcome, and then taking the square of the result. The deviances are then summed up to obtain the total deviance for the sample.
Next, the sample is divided into deciles based on the predicted probabilities of the outcome. For each decile, the observed and predicted probabilities are calculated. The Hosmer-Lemeshow test statistic is then calculated by comparing the observed and predicted probabilities for each decile and summing up the results.
If the Hosmer-Lemeshow test statistic is not significantly different from zero, it indicates that the logistic regression model has a good fit and is able to accurately predict the likelihood of the outcome. On the other hand, if the test statistic is significantly different from zero, it indicates that the model does not have a good fit and may not be able to accurately predict the likelihood of the outcome.
In conclusion, the Hosmer-Lemeshow test is a useful statistical method for evaluating the goodness of fit of a binary logistic regression model. It is commonly used in medical research to assess the predictive ability of a model in terms of its ability to accurately classify patients into different categories. By dividing the sample into deciles based on the predicted probabilities of the outcome, the Hosmer-Lemeshow test is able to compare the observed and predicted probabilities and determine the model’s ability to accurately predict the likelihood of the outcome.