This paper considers testing the goodness of fit of regression models. Emphasis is on a goodness-of-fit test for generalized linear models with canonical link function and known dispersion parameter.
The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 35, No. 2 (Jun., 2007), pp. 249-264 (16 pages) The authors propose a goodness-of-fit test for parametric regression models ...
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