Hello statalisters:
Non Stata question here--
Does anyone have advice or guidance about how one should determine the
number of groups for the Hosmer Lemeshow goodness of fit test? I have
over 21,000 records with 830 covariate patterns so it seems like it
would be sensible to use more than 10 groups (the default), but I am
unsure of how many I should choose. Is there some kind of rule of
thumb for this determination? From reveiwing the literature, it seems
most people just use 10. I also know that one flaw of this test is
that the number of groupings can make large differences in the result.
Thanks very much for any ideas, Tim
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