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Goodness of Link Tests for Generalized Linear Models
Author(s) -
Pregibon Daryl
Publication year - 1980
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2346405
Subject(s) - goodness of fit , link (geometry) , statistics , mathematics , econometrics , combinatorics
S ummary Data analytic procedures are proposed to examine the adequacy of the hypothesized link used in fitting a generalized linear model. Through model expansion and linearization, tests and estimation techniques are provided. These procedures, along with the release of GLIM3, enable the user to examine routinely and objectively the fit of an hypothesized model. Examples are presented to illustrate the testing and fitting procedure.