What are the Limitations of the Hosmer-Lemeshow Test?
While the Hosmer-Lemeshow test is widely used, it has some limitations. One limitation is its sensitivity to sample size. In large samples, even small deviations from the model can result in a significant test, suggesting a poor fit when the model may be adequate. Conversely, with small sample sizes, the test may not detect genuine lack of fit. Additionally, the test does not provide information on how to improve the model if it fails the test.
