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Dear all, I am trying to implement goodness-of-fit tests for logistic regression models described in : Hosmer, D.W., Lemeshow, S., 2000. Applied logistic regression. New-York, John Wiley & Sons, Inc., 373 p. (pp. 152-154) Namely I would like to reproduce Osius & Rojek's test (Osius, G., Rojek, D., 1992. Normal goodness-of-fit tests for multinomial models with large degrees of freedom. JASA, 87: 1145:1152.). This test involves a weighted linear regression of the transformed fitted probabilities against covariates, from which residual sum of squares is extract...