Model Checks for Generalized Linear Models |
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Authors: | WINFRIED STUTE & LI-XING ZHU |
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Institution: | University of Giessen,; Chinese Academy of Sciences and University of Hong Kong |
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Abstract: | In this paper we propose and study non-parametric tests for the validity of (composite) Generalized Linear Models with a given parametric link structure, which are based on certain empirical processes marked by the residuals. When properly transformed to their innovation part the resulting test statistics are distribution-free. The method perfectly adapts to a situation, when also the input vector follows a dimension reducing model. |
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Keywords: | generalized linear model goodness-of-fit innovation approach residual cusum process spherically contoured inputs |
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