A nonstandard [chi]2-test with application to generalized linear model diagnostics
A simple goodness-of-fit test is proposed for checking distributional assumptions in a model involving independent but not identically distributed random variables. The asymptotic distribution of the test statistic, which is similar to Pearson's [chi]2, is derived. The method is applied to generalized linear model diagnostics, in which case the asymptotic distribution depends on eigenvalues of a nonnegative definite matrix, which often has a closed-form expression. A simulation is carried out to investigate the finite-sample performance of the test. The method is applied to a real problem involving data from an entomological experiment.
Year of publication: |
2001
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Authors: | Jiang, Jiming |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 53.2001, 1, p. 101-109
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Publisher: |
Elsevier |
Keywords: | Eigenvalues GLM Goodness of fit Model checking |
Saved in:
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