mlsanityData to 7 Oct 2026

[EDGE] A grouped calibration test for logistic regression that tolerates a few corrupted records

arXiv 2608.20511 ↗First posted 20 Aug 2026stat.ME stat.AP stat.MLcited by 0

Not on the map. Why?

Abstract (arXiv)

The Hosmer-Lemeshow calibration test groups patients by predicted risk for a valid reference and loses power that more groups cannot recover. Later tests weight each record's residual alone, which makes them fragile: on an otherwise correct model, one record in a thousand with a corrupted covariate raises the false-alarm rate of Stukel's score test from 5% to 12%, and ten to 63%. Pooling on equal-size groups bounds a wrong record's influence, dividing its residual by its groupmates' variance; without pooling, the same directions are as fragile as Stukel's test after a refit. EDGE, the test proposed here, projects the grouped residuals onto a small basis of calibration shapes. Its degrees of freedom do not depend on the number of groups, so the partition becomes a setting, fine-grained for power and coarse when records may be wrong, and its reference needs no resampling. In a prespecified simulation EDGE was comparable in power to Stukel's test on clean data and 0.064 more powerful on average than the ten-group Hosmer-Lemeshow test. With one and ten exaggerated covariates in a thousand its false-alarm rates were 0.056 and 0.097, and with ten groups below 0.10 up to about ten exaggerated or five reversed. In external validation, at ten groups, its average power was that of Cox's recalibration test and the GiViTI belt, and its false-alarm rate stayed below 0.10 with ten reversed records in a thousand, where theirs did not. In a 70,000-patient cohort its verdict did not change with the partition.

Key facts. No citing papers in the map yet (data through 7 Oct 2026). Builds on 3 of its 45 references that are in the map. First posted on arXiv 20 Aug 2026.

Builds on

3 of 45 references.

References · 3

  1. 2019Is a Classification Procedure Good Enough? A Goodness-of-Fit Assessment Tool for Classification Learningcited by 9
  2. 2020A Generalized Hosmer-Lemeshow Goodness-of-Fit Test for a Family of Generalized Linear Modelscited by 2
  3. 2026Benchmarking Goodness-of-Fit and Calibration Algorithms for Logistic Regression Classifiers: A Large-Scale Simulation Study under Sparse Datacited by 1

Built on by

Not cited yet.