Individual Bernoulli deviance need not have a chi-squared calibration

ID: individual-bernoulli-deviance-need-not-have-a-chi-squared-calibration

A logistic regression fitted to ungrouped Bernoulli observations has residual deviance . Comparing it automatically with is generally invalid: the saturated dimension grows with , with one observation per fitted probability. If the true model has only an intercept and success probability , then , whereas . Fixed-dimensional nested-model likelihood-ratio tests can still use Wilks theorem under regularity. For absolute fit, use meaningful grouping, residual diagnostics, or a fitted-model parametric bootstrap.

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