Skip to main navigation Skip to search Skip to main content

Diagnostic measures for generalized linear models with missing covariates

  • Hongtu Zhu
  • , Joseph G. Ibrahim
  • , Xiaoyan Shi

Research output: Contribution to journal › Article › peer-review

Abstract

In this paper, we carry out an in-depth investigation of diagnostic measures for assessing the influence of observations and model misspecification in the presence of missing covariate data for generalized linear models. Our diagnostic measures include case-deletion measures and conditional residuals. We use the conditional residuals to construct goodness-of-fit statistics for testing possible misspecifications in model assumptions, including the sampling distribution. We develop specific strategies for incorporating missing data into goodness-of-fit statistics in order to increase the power of detecting model misspecification. A resampling method is proposed to approximate the p-value of the goodness-of-fit statistics. Simulation studies are conducted to evaluate our methods and a real data set is analysed to illustrate the use of our various diagnostic measures.

Original languageEnglish (US)
Pages (from-to)686-712
Number of pages27
JournalScandinavian Journal of Statistics
Volume36
Issue number4
DOIs
StatePublished - Dec 2009

Keywords

  • Cook's distance
  • Goodness-of-fit
  • Missing covariates
  • Residuals

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Fingerprint

Dive into the research topics of 'Diagnostic measures for generalized linear models with missing covariates'. Together they form a unique fingerprint.

Cite this