On Assessing Goodness of Fit of Generalized Linear Models to Sparse Data
稀疏数据下广义线性模型的拟合优度评估
SUMMARY Approximations to the first three moments of Pearson's statistic are obtained for non-canonical generalized linear models, extending the results of McCullagh. A first-order modification to Pearson's statistic is proposed which induces local orthogonality with the regression parameters, resulting in substantial simplifications and increased power. Accurate and easily computed approximations to the moments of the modified Pearson statistic conditional on the estimated…