Taneichi, Nobuhiro; Sekiya, Yuri; Toyama, Jun - In: Journal of Multivariate Analysis 123 (2014) C, pp. 311-329
In a generalized linear model of binary data, we consider models based on a general link function including a logistic regression model and a probit model as special cases. For testing the null hypothesis H0 that the considered model is correct, we consider a family of ϕ-divergence...