Test for model specification error.
References
Pregibon, D. 1979. Data analytic methods for generalized linear models. PhD diss., University of Toronto.
Pregibon, D. 1980. Goodness of link tests for generalized linear models.
Tukey, J. W. 1949. One degree of freedom for non-additivity.
Examples
model <- glm(honcomp ~ female + read + science, data = hsb2,
family = binomial(link = 'logit'))
blr_linktest(model)
#>
#> Call:
#> glm(formula = resp ~ fit + fit2, family = binomial(link = "logit"),
#> data = newdat)
#>
#> Coefficients:
#> Estimate Std. Error z value Pr(>|z|)
#> (Intercept) 0.03569 0.23399 0.153 0.879
#> fit 0.93715 0.20767 4.513 6.4e-06 ***
#> fit2 -0.03920 0.08970 -0.437 0.662
#> ---
#> Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
#>
#> (Dispersion parameter for binomial family taken to be 1)
#>
#> Null deviance: 231.29 on 199 degrees of freedom
#> Residual deviance: 160.04 on 197 degrees of freedom
#> AIC: 166.04
#>
#> Number of Fisher Scoring iterations: 6
#>