Goodness‐of‐Fit Methods for Generalized Linear Mixed Models

Summary We develop graphical and numerical methods for checking the adequacy of generalized linear mixed models (GLMMs). These methods are based on the cumulative sums of residuals over covariates or predicted values of the response variable. Under the assumed model, the asymptotic distributions of these stochastic processes can be approximated by certain zero‐mean Gaussian processes, whose realizations can be generated through Monte Carlo simulation. Each observed process can then be compared, both visually and analytically, to a number of realizations simulated from the null distribution. These comparisons enable one to assess objectively whether the observed residual patterns reflect model misspecification or random variation. The proposed methods are particularly useful for checking the functional form of a covariate or the link function. Extensive simulation studies show that the proposed goodness‐of‐fit tests have proper sizes and are sensitive to model misspecification. Applications to two medical studies lead to improved models.