Zheng B
Wake Forest University School of Medicine, Department of Public Health Sciences, Medical Center Boulevard, Winston-Salem, NC 27157-1051, USA.
Stat Med. 2000 May 30;19(10):1265-75. doi: 10.1002/(sici)1097-0258(20000530)19:10<1265::aid-sim486>3.0.co;2-u.
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.
本文将广义线性模型(GLM)的四种拟合优度度量扩展到纵向数据的随机效应模型和边际模型。这四种度量分别是熵度量的比例减少、偏差度量的比例减少、一致性相关系数和一致性指数。扩展后的度量满足关联度量的基本要求。两个例子说明了它们在模型选择中的应用。