In this paper, goodness-of-fit test statistics for ordinal regression
models are proposed, which have approximate chi(2)-distributions when
the model has been correctly specified. The statistics proposed can be
viewed as extensions of the Hosmer-Lemeshow statistic to ordinal cate
gorical data and can be easily calculated by using existing statistica
l software for analysing ordinal response data The methods are illustr
ated by using data from an arthritis clinical trial comparing the drug
auranofin and placebo therapy for the treatment of rheumatoid arthrit
is, in which the response is a self-assessment of arthritis, classifie
d as poor, fair and good. The covariates of interest are age, gender,
treatment and base-line response. A proportional odds model is fitted
to the data, and the proposed goodness-of-fit statistics are applied t
o the fitted model. Also, the small sample properties of the proposed
goodness-of-fit statistics are compared in a simulation study.