[R-sig-ME] Hosmer-Lemeshow test in GLMM (binomial family) using lme4 package

Juho Kristian Ruohonen juho@kr|@t|@n@ruohonen @end|ng |rom gm@||@com
Mon Jul 10 19:08:45 CEST 2023


On top of what Frank (and Ben) already mentioned, AFAIK the Hosmer-Lemeshow
test is known to overreject GLMMs. The authors of the test acknowledge this
themselves (Hosmer, Lemeshow and Sturdivant 2013: 366). Not optimal at all.

J

Hosmer, David, Stanley Lemeshow and Rodney X Sturdivant. 2013. *Applied
Logistic Regression *(3rd ed.). Wiley.

ma 10. heinäk. 2023 klo 17.58 Ben Bolker (bbolker using gmail.com) kirjoitti:

>     I think it should be appropriate.
>
>    However, Frank Harrell (a leading biostatistician)
>
> https://twitter.com/f2harrell/status/1228423023834718208
>
> "The Hosmer-Lemeshow test has been obsolete for more than a decade.  Not
> recommend.  Low power, hard to interpret, very arbitrary to how deciles
> are computed."
>
>   You can use
>
> https://search.r-project.org/CRAN/refmans/DescTools/html/HosmerLemeshowTest.html
> (which returns both HL and the recommned le Cessie-van
> Houwelingen-Copas-Hosmer statistics ...)
>
>    cheers
>     Ben Bolker
>
>
> On 2023-07-10 10:27 a.m., Camila Deutsch wrote:
> > Hi!
> > I ran a GLMM (binomial family) using the package lme4:
> > library(lme4)
> > #GLMM
> > m1 <- glmer(Canto ~ T + H + Patm + V + Pp + CU + (1|Evento), data =
> Datos,
> > family = binomial)
> >
> > I was wondering if it would be appropriate to evaluate the goodness of
> fit
> > of the model by applying the Hosmer-Lemeshow test.
> >
> > Thank you very much.
> > Lic. Camila Deutsch
> > Becaria Doctoral-CONICET
> > Grupo de Estudios sobre Biodiversidad en Agroecosistemas
> > Facultad de Ciencias Exactas y Naturales. IEGEBA
> > Universidad de Buenos Aires - CONICET
> >
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> >
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