Because the Hosmer & Lemeshow (HL) test is a summary statistic, it can't be part of the score dataset. You have to read the score dataset and compute the HL stat manually (the formula is in the documentation).
First run PROC RANK on the predicted probabilities to get the desired number of groups. Then sum the predicted probabilities in each group (that is the expected N) and count the number of events in that group (the observed N) and use the formula to compute the chi-square.
The HL test doesn't have very good power, so not rejecting does not say acceptable fit. A more sensitive, but subjective, measure is to plot the mean predicted probability of the event for each group on the x-axis and the observed proportion of events on the y-axis. A good fit is a straight line. Unfortunately, you can't put a number to it like you can interpret the c-statistic as the area under the ROC, you just have to look at a lot of data....
Doc Muhlbaier
Duke
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