GLM.new

This constructor function can be used to create an instance of a
parametric GLM with specific distribution family, returning a new object of
NormalGLM, ExpGLM, WeibullGLM or GammaGLM, depending on the value of
<code>distr</code>.

Provides statistical methods to check if a parametric family of
conditional density functions fits to some given dataset of covariates and
response variables. Different test statistics can be used to determine the
goodness-of-fit of the assumed model, see Andrews (1997)
<doi:10.2307/2171880>, Bierens & Wang (2012) <doi:10.1017/S0266466611000168>,
Dikta & Scheer (2021) <doi:10.1007/978-3-030-73480-0> and Kremling & Dikta
(2024) <doi:10.48550/arXiv.2409.20262>. As proposed in these papers, the
corresponding p-values are approximated using a parametric bootstrap method.

Gitte Kremling

gofreg

Bootstrap-Based Goodness-of-Fit Tests for Parametric Regression

GLM.new function

<dl><dt>distr</dt>
<dd>distribution family</dd>
<dt>linkinv</dt>
<dd>inverse link function, defaults to identity function</dd>
<dt>params</dt>
<dd>model parameters to use as default (optional)</dd></dl>

Arguments

Create GLM object with specific distribution family — GLM.new

<dl>

<dt>distr</dt>
<dd>distribution family</dd>


<dt>linkinv</dt>
<dd>inverse link function, defaults to identity function</dd>


<dt>params</dt>
<dd>model parameters to use as default (optional)</dd>

</dl>

GLM.new: Create GLM object with specific distribution family

Description

Usage

Value

Arguments

Examples