We suggest an omnibus specification procedure for the classical count regression models such as Poisson and negative Binomial regression, as well as multivariate Poisson regression. The test is formulated using the Bierens characterization which involves the covariates in the Fourier domain.
Goodness of fit tests for discrete response models with covariates
- 28 de Janeiro, 2025 | 14:00
- Sala Multiuso EST (A1-76/7) Prédio CIC/EST
- Palestrante: Prof. Simos Meintanis (University of Athens)