Goodness-of-fit testing in high-dimensional generalized linear models

9 Aug 2019Jana JankováRajen D. ShahPeter BühlmannRichard J. Samworth

We propose a family of tests to assess the goodness-of-fit of a high-dimensional generalized linear model. Our framework is flexible and may be used to construct an omnibus test or directed against testing specific non-linearities and interaction effects, or for testing the significance of groups of variables... (read more)

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