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Diagnostic Measures for Generalized Linear Models with Missing Covariates

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Author Info
HONGTU ZHU
JOSEPH G. IBRAHIM
XIAOYAN SHI
Abstract

In this paper, we carry out an in-depth investigation of diagnostic measures for assessing the influence of observations and model misspecification in the presence of missing covariate data for generalized linear models. Our diagnostic measures include case-deletion measures and conditional residuals. We use the conditional residuals to construct goodness-of-fit statistics for testing possible misspecifications in model assumptions, including the sampling distribution. We develop specific strategies for incorporating missing data into goodness-of-fit statistics in order to increase the power of detecting model misspecification. A resampling method is proposed to approximate the "p"-value of the goodness-of-fit statistics. Simulation studies are conducted to evaluate our methods and a real data set is analysed to illustrate the use of our various diagnostic measures. Copyright (c) 2009 Board of the Foundation of the Scandinavian Journal of Statistics.

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File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.1467-9469.2009.00644.x
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Article provided by Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association and Swedish Statistical Association in its journal Scandinavian Journal of Statistics.

Volume (Year): 36 (2009)
Issue (Month): 4 ()
Pages: 686-712
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Handle: RePEc:bla:scjsta:v:36:y:2009:i:4:p:686-712

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This page was last updated on 2009-12-19.


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