ebrahim.gof - Ebrahim-Farrington Goodness-of-Fit Test for Logistic Regression
Implements the Ebrahim-Farrington goodness-of-fit test for
logistic regression models, particularly effective for sparse
data and binary outcomes. This test provides an improved
alternative to the traditional Hosmer-Lemeshow test by using a
modified Pearson chi-square statistic with data-dependent
grouping. The test is based on Farrington (1996) theoretical
framework but simplified for practical implementation with
binary data. Includes functions for both the original
Farrington test (for grouped data) and the new
Ebrahim-Farrington test (for binary data with automatic
grouping), the Directed Ebrahim-Farrington (DEF) test that
targets calibration-shape departures, and an ensemble that
combines the DEF bases via the Cauchy combination test. For
more details see Hosmer (1980) <doi:10.1080/03610928008827941>
and Farrington (1996) <doi:10.1111/j.2517-6161.1996.tb02086.x>.