A Lack-of-Fit Test for the Mean Function in a Generalized Linear Model
广义线性模型均值函数的失拟检验
A supremum-type statistic, based on partial sums of residuals, is proposed to test the validity of the mean function of the response variable in a generalized linear model. The proposed test does not need a partition of the space of covariates to handle the case of nonreplication. The new test is consistent against the alternative, under which the deterministic part of the model is not the one specified in the null hypothesis. The asymptotic null distribution of the test…