Specification tests for the response distribution in generalized linear models

DOI10.1007/S00180-011-0253-5MaRDI QIDQ2512786zbMATH OpenOpenAlexWikidataFDO

Authors Simos G. Meintanis, Bernhard Klar

Publication date 30 January 2015

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-011-0253-5

zbMATH Keywords

empirical distribution functiongoodness-of-fit testempirical characteristic function

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Generalized linear models (logistic models) (62J12)

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• scientific article; zbMATH DE number 3263751 (Why is no real title available?)
• A test for normality based on the empirical characteristic function
• An approximation to the limit distribution of the Epps-Pulley test statistic for normality
• Extending the linear model with R. Generalized linear, mixed effects and nonparametric regression models.
• Generalized linear model selection using R^2
• Goodness-of-fit testing by transforming to normality: comparison between classical and characteristic function-based methods
• Modified goodness of fit tests in gamma regression
• Statistical Analysis of Financial Data in S-Plus
• Statistical Models
• Tests for the response distribution in a Poisson regression model
• The Swedish automobile portfolio in 1977
• The empirical distribution function of residuals from generalised regression

Cited in

(11)

• Transformed goodness-of-fit statistics for a generalized linear model of binary data
• Application of conditional moment tests to model checking for generalized linear models
• Adjusted quantile residual for generalized linear models
• Testing for misspecification in generalized linear mixed models
• On the goodness-of-fit tests for gamma generalized linear models
• Data transformations and goodness-of-fit tests for type-II right censored samples
• Summary goodness-of-fit statistics for binary generalized linear models with noncanonical link functions
• Model Checks for Generalized Linear Models
• Performance of tests of association in misspecified generalized linear models
• An LM test based on generalized residuals for random effects in a nonlinear model
• A nonstandard \(\chi^2\)-test with application to generalized linear model diagnostics

Describes a project that uses

Uses Software

• glm
• Statmod
• Stata
• MASS (R)
• faraway
• R

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