Modified Chi-Squared Goodness-of-Fit Tests for Continuous Right-Skewed Response Generalized Linear Models

Vilijandas Bagdonavičius () and Rūta Levulienė
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Vilijandas Bagdonavičius: Institute of Applied Mathematics, Vilnius University, 03225 Vilnius, Lithuania
Rūta Levulienė: Institute of Applied Mathematics, Vilnius University, 03225 Vilnius, Lithuania

Mathematics, 2025, vol. 13, issue 16, 1-15

Abstract: Generalized linear models are applied for data analysis in various areas. One of the most important steps in fitting the model is to check the goodness-of-fit; however, there is a lack of such tests. Modified chi-squared goodness-of-fit tests for generalized linear models were constructed. Models with continuous right-skewed, possibly censored responses were considered. Explicit formulas of test statistics are provided in the case of gamma and inverse Gaussian models. The test power was investigated by simulation. The article presents real data examples to illustrate the application of tests.

Keywords: generalized linear models; gamma regression; inverse Gaussian regression; chi-squared test; goodness-of-fit; censoring (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2025
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