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

[Karl Ove Hufthammer]

Ben Bolker skreiv 10.07.2023 16:53:
> 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." 

Even though the Hosmer–Lemeshow test isn’t very good (for many reasons), 
the idea behind it, comparing predicted probabilities with relative 
frequencies, is sound. You do this comparison by plotting *smoothed* 
observed values against the predicted probabilities using the 
Hmisc::wtd.loess.noiter() function (compare the results with a 
abline(0,1) line). This function has some properties that makes it 
suitable for drawing calibration plots.

I’m sure there are other functions you can use for drawing calibration 
plots, but I like the simplicity of wtd.loess.noiter().


-- 
Karl Ove Hufthammer