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Goodness-of-fit tests for discrete response models with covariates

Author

Listed:
  • Simos G. Meintanis

    (National and Kapodistrian University of Athens
    North-West University)

  • Joseph Ngatchou-Wandji

    (Université de Lorraine
    Université de Rennes)

  • Leonard Santana

    (North-West University)

  • Marius Smuts

    (North-West University)

Abstract

We propose goodness-of-fit tests for models of count responses with covariates. Our main focus is on the null hypothesis that the observed data come from a Poisson, a negative binomial, or a binomial regression model, but the method is fairly general allowing for the responses to follow, conditionally on covariates, any given discrete distribution. The test criteria are formulated by using the probability generating function and they are convenient from a computational point of view. Asymptotic as well as Monte Carlo results are presented. Applications on real data are also reported.

Suggested Citation

  • Simos G. Meintanis & Joseph Ngatchou-Wandji & Leonard Santana & Marius Smuts, 2025. "Goodness-of-fit tests for discrete response models with covariates," Statistical Papers, Springer, vol. 66(3), pages 1-36, April.
    • Handle: RePEc:spr:stpapr:v:66:y:2025:i:3:d:10.1007_s00362-024-01654-x
    DOI: 10.1007/s00362-024-01654-x
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