Re: Binary Logistic Regression Lack of Fit

Bob wrote:
> What is the impact of a significant (p < .05)  Hosmer-Lemeshow
> goodness of fit test on the parameter estimates of a binary logistic
> regression model? Thanks!

I'm not sure it's appropriate to think in terms of the parameter 
estimates.  Rejection of the null hypothesis indicates that the binary 
logistic model is inappropriate (subject to the usual qualifier about 
Type I risk).  I suppose that might be due to estimation error, but my 
first inclination would be to interpret it as indicating model 
misspecification -- wrong combination of variables, wrong functional 
form, maybe wrong link function.

/Paul