Formal Chi-square goodness-of-fit test

Carry out the formal chi-square goodness-of-fit test described by Cameron (2013).

Usage

chiSq_gof(object, breaks, ...)

# S3 method for class 'renewal'
chiSq_gof(object, breaks, ...)

# S3 method for class 'negbin'
chiSq_gof(object, breaks, ...)

# S3 method for class 'glm'
chiSq_gof(object, breaks, ...)

Arguments

object

an object from class renewal.

breaks

integer values at which the breaks shoudl happen. The function will compute the observed frequencies in the intervals [breaks[i], breaks[i + 1]).

...

currently not used.

Value

data.frame

Details

The test is a conditional moment test described in details in Cameron (2013, Section 5.3.4). We compute the asymptotically equivalent outer product of the gradient version which is justified for renewal models (fully parametric + parameters based on MLE).

References

Cameron AC, Trivedi PK (2013). Regression analysis of count data, volume 53. Cambridge university press.

See also

chiSq_pearson