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Summarizing the goodness of fit of generalized linear models for longitudinal data
Author(s) -
Zheng Beiyao
Publication year - 2000
Publication title -
statistics in medicine
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.996
H-Index - 183
eISSN - 1097-0258
pISSN - 0277-6715
DOI - 10.1002/(sici)1097-0258(20000530)19:10<1265::aid-sim486>3.0.co;2-u
Subject(s) - goodness of fit , deviance (statistics) , statistics , generalized linear model , mathematics , deviance information criterion , econometrics , concordance , longitudinal data , measure (data warehouse) , marginal model , model selection , linear model , entropy (arrow of time) , correlation , computer science , regression analysis , data mining , medicine , bayesian probability , bayesian inference , physics , geometry , quantum mechanics
This paper extends four goodness‐of‐fit measures of a generalized linear model (GLM) to random effects and marginal models for longitudinal data. The four measures are the proportional reduction in entropy measure, the proportional reduction in deviance measure, the concordance correlation coefficient and the concordance index. The extended measures satisfy the basic requirements for measures of association. Two examples illustrate their use in model selection. Copyright © 2000 John Wiley & Sons, Ltd.