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A nonstandard [chi]2-test with application to generalized linear model diagnostics

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  • Jiang, Jiming

Abstract

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

Suggested Citation

  • Jiang, Jiming, 2001. "A nonstandard [chi]2-test with application to generalized linear model diagnostics," Statistics & Probability Letters, Elsevier, vol. 53(1), pages 101-109, May.
    • Handle: RePEc:eee:stapro:v:53:y:2001:i:1:p:101-109
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