Calculate Hosmer Lemeshow (HL) Test with Excel

Hosmer and Lemeshow Test (HL)

It measures the association between actual events and predicted probability. In other words, it is a measure of how close the predicted probabilities are to the actual rate of events.

In HL test, null hypothesis states that sample of observed events and non-events supports the claim about the predicted events and non-events. In other words, the model fits data well.

Calculation
  1. Calculate estimated probability of events
  2. Split data into 10 sections based on ascending order of probability
  3. Calculate number of actual events and non-events in each section
  4. Calculate Predicted Probability = 1 by averaging probability in each section
  5. Calculate Predicted Probability = 0 by subtracting Predicted Probability=1 from 1
  6. Calculate expected frequency by multiplying number of cases by Predicted Probability = 1
  7. Calculate chi-square statistics taking frequency of observed (actual) and predicted events and non-events
Hosmer Lemeshow Test
Rule : If p-value > .05. the model fits data well.
Calculate Hosmer Lemeshow Test with Excel

About Author:

Deepanshu founded ListenData with a simple objective - Make analytics easy to understand and follow. He has close to 7 years of experience in data science and predictive modeling. During his tenure, he has worked with global clients in various domains like retail and commercial banking, Telecom, HR and Automotive.


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