I am carrying out a logistic regression with $24$ independent variables and $123,996$ observations. I am evaluating the model fit in order to determine if the data meet the model assumptions and have produced the following binned residual plot using the
Obviously there are some bad signs in this plot: many points fall outside the confidence bands and there is a distinctive pattern to the residuals. My question is - can I attach these issues to specific assumptions of the logistic regression model? For instance, can I say that there is evidence of non-linearity in the independent variables or of heteroscedasticity? If not, are there other diagnostics I can produce to help identify where the problem lies?
Based on Daniel's answer, it appears that the main issue is I was using residuals on the logit scale but expected values on the response scale. If I reproduce the plot with the residuals also on the response scale it looks like this:
which is much more believable.