The sum of standardized residuals: Goodness‐of‐fit test for binary response models

摘要

We propose a new goodness‐of‐fit statistic for evaluating generalized linear models with binary responses on the basis of the sum of standardized residuals. We derive the asymptotic distribution of the sum of standardized residuals statistic and argue that, despite its relative simplicity, it typically outperforms many of the more sophisticated currently used goodness‐of‐fit statistics.