Model Checks for Generalized Linear Models

Winfried Stute and Li‐xing Zhu

Scandinavian Journal of Statistics, 2002, vol. 29, issue 3, 535-545

Abstract: In this paper we propose and study non‐parametric tests for the validity of (composite) Generalized Linear Models with a given parametric link structure, which are based on certain empirical processes marked by the residuals. When properly transformed to their innovation part the resulting test statistics are distribution‐free. The method perfectly adapts to a situation, when also the input vector follows a dimension reducing model.

Date: 2002
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