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A nonstandard χ2-test with application to generalized linear model diagnostics

✍ Scribed by Jiming Jiang

Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
107 KB
Volume
53
Category
Article
ISSN
0167-7152

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✦ Synopsis

A simple goodness-of-ÿt 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 2 , is derived. The method is applied to generalized linear model diagnostics, in which case the asymptotic distribution depends on eigenvalues of a nonnegative deÿnite matrix, which often has a closed-form expression. A simulation is carried out to investigate the ÿnite-sample performance of the test. The method is applied to a real problem involving data from an entomological experiment.

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