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.