The extreme residuals in logistic regression models

Abstract

Goodness-of-fit tests for logistic regression models using extreme residuals are considered. Approximations to the moments of the Pearson residuals are given for model fits made by maximum likelihood, minimum chi-square and weighted least squares and used to define modified residuals. Approximations to the critical values of the extreme statistics based on the ordinary and modified Pearson residuals are developed and assessed for the case of a single explanatory variable.

Keywords:

• Logistic regression model
• moments of Pearson residuals
• extreme residual statistics
• goodness-of-fit