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Model Checks for Generalized Linear Models

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  • WINFRIED STUTE
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    Article provided by Danish Society for Theoretical Statistics & Finnish Statistical Society & Norwegian Statistical Association & Swedish Statistical Association in its journal Scandinavian Journal of Statistics.

    Volume (Year): 29 (2002)
    Issue (Month): 3 ()
    Pages: 535-545

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    Handle: RePEc:bla:scjsta:v:29:y:2002:i:3:p:535-545

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    Cited by:
    1. Francesco Bravo, 2014. "Varying coefficients partially linear models with randomly censored data," Annals of the Institute of Statistical Mathematics, Springer, Springer, vol. 66(2), pages 383-412, April.
    2. Juan Carlos Escanciano & Kyungchul Song, 2007. "Asymptotically Optimal Tests for Single-Index Restrictions with a Focus on Average Partial Effects," PIER Working Paper Archive 07-005, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    3. Juan Mora, 2005. "The Two-Sample Problem With Regression Errors: An Empirical Process Approach," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) 2005-18, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    4. Francesco Bravo, 2013. "Partially linear varying coefficient models with missing at random responses," Annals of the Institute of Statistical Mathematics, Springer, Springer, vol. 65(4), pages 721-762, August.
    5. Manuel Vega-Gordillo & José Luis Álvarez-Arce, 2005. "Heterogeneity In Economic Freedom: Free Clusters Or Free Countries," Faculty Working Papers, School of Economics and Business Administration, University of Navarra 08/05, School of Economics and Business Administration, University of Navarra.
    6. Juan Carlos Escanciano, 2004. "Model Checks Using Residual Marked Empirical Processes," Faculty Working Papers, School of Economics and Business Administration, University of Navarra 13/04, School of Economics and Business Administration, University of Navarra.
    7. Juan Carlos Escanciano, 2005. "A Consistent Diagnostic Test for Regression Models Using Projections," Faculty Working Papers, School of Economics and Business Administration, University of Navarra 09/05, School of Economics and Business Administration, University of Navarra.
    8. Ferger, Dietmar, 2009. "Argmax-stable marked empirical processes," Statistics & Probability Letters, Elsevier, Elsevier, vol. 79(9), pages 1203-1206, May.
    9. Mora, Juan & Moro-Egido, Ana I., 2008. "On specification testing of ordered discrete choice models," Journal of Econometrics, Elsevier, Elsevier, vol. 143(1), pages 191-205, March.
    10. Igor Kheifets & Carlos Velasco, 2013. "New Goodness-of-fit Diagnostics for Conditional Discrete Response Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1924, Cowles Foundation for Research in Economics, Yale University.
    11. Zhu, Lixing & Zhu, Ruoqing & Song, Song, 2008. "Diagnostic checking for multivariate regression models," Journal of Multivariate Analysis, Elsevier, Elsevier, vol. 99(9), pages 1841-1859, October.
    12. Delgado, Miguel A. & Stute, Winfried, 2008. "Distribution-free specification tests of conditional models," Journal of Econometrics, Elsevier, Elsevier, vol. 143(1), pages 37-55, March.
    13. Stute, W. & Presedo Quindimil, M. & González Manteiga, W. & Koul, H.L., 2006. "Model checks of higher order time series," Statistics & Probability Letters, Elsevier, Elsevier, vol. 76(13), pages 1385-1396, July.
    14. Escanciano, Juan Carlos & Mayoral, Silvia, 2010. "Data-driven smooth tests for the martingale difference hypothesis," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 54(8), pages 1983-1998, August.
    15. Gao, Jiti, 2007. "Nonlinear time series: semiparametric and nonparametric methods," MPRA Paper 39563, University Library of Munich, Germany, revised 01 Sep 2007.

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