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Biostatistics 3:267-276 (2002)
© 2002 Oxford University Press

Application of conditional moment tests to model checking for generalized linear models

Wei Pan

A460 Mayo Building, MMC 303, Division of Biostatistics, University of Minnesota, Minneapolis, MN 55455, USA weip{at}biostat.umn.edu

Generalized linear models (GLMs) are increasingly being used in daily data analysis. However, model checking for GLMs with correlated discrete response data remains difficult. In this paper, through a case study on marginal logistic regression using a real data set, we illustrate the flexibility and effectiveness of using conditional moment tests (CMTs), along with other graphical methods, to do model checking for generalized estimation equation (GEE) analyses. Although CMTs provide an array of powerful diagnostic tests for model checking, they were originally proposed in the econometrics literature and, to our knowledge, have never been applied to GEE analyses. CMTs cover many existing tests, including the (generalized) score test for an omitted covariate, as special cases. In summary, we believe that CMTs provide a class of useful model checking tools.

Keywords: Conditional moment test; GAM; GEE; GLM; Partial residual plot; WESDR


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