Validation techniques for logistic regression models

Abstract

This paper presents a comprehensive approach to the validation of logistic prediction models. It reviews measures of overall goodness‐of‐fit, and indices of calibration and refinement. Using a model‐based approach developed by Cox, we adapt logistic regression diagnostic techniques for use in model validation. This allows identification of problematic predictor variables in the prediction model as well as influential observations in the validation data that adversely affect the fit of the model. In appropriate situations, recommendations are made for correction of models that provide poor fit.