Sensitivity of pearson's goodness-of-fit statistic in generalized linear models

Andy H. Lee, Yuejun Zhao

    Research output: Contribution to journalComment/debate

    Abstract

    This paper investigates the local influence assessment on the Pearson's goodness-of-fit statistic in generalized linear model settings. Inspired by Cook (1986), a local influence approach is adopted to assess model adequacy with respect to the contours of the unperturbed generalized Pearson's statistic. Based on local perturbations to the vectors of case weights, covariates and responses, the approach can detect different aspects of influence and yield additional insight to likelihood displacement. Two examples demonstrate the effectiveness of the proposed method. Copyright
    Original languageEnglish
    Pages (from-to)143-157
    Number of pages15
    JournalCommunications in Statistics - Theory and Methods
    Volume25
    Issue number1
    Publication statusPublished - 1996

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