This chapter derives an approximation of the distribution of a test statistic for goodness-of-fit for a generalized linear model of binary data based on an asymptotic expansion. In order to improve the accuracy of the chi-square approximation of the distribution of goodness-of-fit test statistics for a generalized linear model of binary data, a transformed statistic is derived by using the approximation.

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A Transformed Goodness-of-Fit Statistic for a Generalized Linear Model of Binary Data

  • Nobuhiro Taneichi,
  • Yuri Sekiya

摘要

This chapter derives an approximation of the distribution of a test statistic for goodness-of-fit for a generalized linear model of binary data based on an asymptotic expansion. In order to improve the accuracy of the chi-square approximation of the distribution of goodness-of-fit test statistics for a generalized linear model of binary data, a transformed statistic is derived by using the approximation.