A nonstandard [chi]2-test with application to generalized linear model diagnostics

Jiming Jiang

Statistics & Probability Letters, 2001, vol. 53, issue 1, 101-109

Abstract: 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.

Keywords: Eigenvalues; GLM; Goodness; of; fit; Model; checking (search for similar items in EconPapers)
Date: 2001
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