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 language | English (US) |
|---|---|
| Pages (from-to) | 686-712 |
| Number of pages | 27 |
| Journal | Scandinavian Journal of Statistics |
| Volume | 36 |
| Issue number | 4 |
| DOIs | |
| State | Published - Dec 2009 |
Keywords
- Cook's distance
- Goodness-of-fit
- Missing covariates
- Residuals
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty
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