The paper novelly transforms lack-of-fit tests for parametric quantile regression models into checking the equality of two conditional distributions of covariates. Accordingly, by applying some ...

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.

Model fit can be assessed using the difference between the model's predictions and new data (prediction error—our focus this month) or between the estimated and ...