Goodness-of-link tests for multivariate regression models

DOI10.1080/03610926.2014.980518zbMATH Open1349.62336OpenAlexW2404874318MaRDI QIDQ2834733FDOQ2834733

Authors: José Murteira 

Publication date: 23 November 2016

Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.980518

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zbMATH Keywords

multivariate regressiongoodness-of-link testmultivariate linkvariable-addition approximation

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Generalized linear models (logistic models) (62J12)

Cites Work

• Maximum Likelihood Estimation of Misspecified Models
• Some remarks on overdispersion
• Microeconometrics
• Discrete Choice Methods with Simulation
• On the application of robust, regression-based diagnostics to models of conditional means and conditional variances
• On the Invariance of the Lagrange Multiplier Test with Respect to Certain Changes in the Alternative Hypothesis
• Goodness of Link Tests for Generalized Linear Models
• Testing for Neglected Heterogeneity
• Taste Variation in Discrete Choice Models
• A simulation approach to the problem of computing Cox's statistic for testing nonnested models
• The effect of fat-tailed error terms on the properties of systemwise RESET test

Cited In (3)

• Regression analysis under link violation
• Assessing influence on the goodness-of-link in generalized linear models
• Goodness-of-link testing in ordinal regression models

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