This paper extends four goodness-of-fit measures of a generalized linear mo
del (GLM) to random effects and marginal models for longitudinal data. The
four measures are the proportional reduction in entropy measure, the propor
tional reduction in deviance measure, the concordance correlation coefficie
nt and the concordance index. The extended measures satisfy the basic requi
rements for measures of association. Two examples illustrate their use in m
odel selection. Copyright (C) 2000 John Wiley & Sons, Ltd.