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A Spline-Based Lack-Of-Fit Test For Independent Variable Effect, Chin-Shang Li, Wanzhu Tu
A Spline-Based Lack-Of-Fit Test For Independent Variable Effect, Chin-Shang Li, Wanzhu Tu
Journal of Modern Applied Statistical Methods
In regression analysis of count data, independent variables are often modeled by their linear effects under the assumption of log-linearity. In reality, the validity of such an assumption is rarely tested, and its use is at times unjustifiable. A lack-of-fit test is proposed for the adequacy of a postulated functional form of an independent variable within the framework of semiparametric Poisson regression models based on penalized splines. It offers added flexibility in accommodating the potentially non-loglinear effect of the independent variable. A likelihood ratio test is constructed for the adequacy of the postulated parametric form, for example log-linearity, of the …