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Testing goodness of fit is an important step in evaluating a statistical model. For binary logistic regression models, the Hosmer–Lemeshow goodness-of-fit test is often used. For multinomial logistic regression models, however, few tests are available. We present the mlogitgof command, which implements a goodness-of-fit test for multinomial logistic regression models. This test can also be used for binary logistic regression models, where it gives results identical to the Hosmer–Lemeshow test.
Fagerland et al. (Sat,) studied this question.