Diagnostic Measures for Generalized Linear Models with Missing Covariates

In this paper, we carry out an in-depth investigation of diagnostic measures for assessing the influence of observations and model misspecification in the presence of missing covariate data for generalized linear models. Our diagnostic measures include case-deletion measures and conditional residuals. We use the conditional residuals to construct goodness-of-fit statistics for testing possible misspecifications in model assumptions, including the sampling distribution. We develop specific strategies for incorporating missing data into goodness-of-fit statistics in order to increase the power of detecting model misspecification. A resampling method is proposed to approximate the "p"-value of the goodness-of-fit statistics. Simulation studies are conducted to evaluate our methods and a real data set is analysed to illustrate the use of our various diagnostic measures. Copyright (c) 2009 Board of the Foundation of the Scandinavian Journal of Statistics.