Residuals for polytomous logistic regression models based on φ-divergences test statistics

Abstract

When a polytomous logistic regression model fits poorly according to an overall goodness-of-fit test, an examination of residuals highlights where the fit is poor. In this paper we present new families of residuals for politomous logistic regression models based on the φ-divergence test statistic introduced and studied by Gupta et al. [A. Gupta, T. Nguyen and L. Pardo, Some inference procedures in polytomous logistic regression models based on φ-divergences measures, Math. Methods Stat. 3 (2006b), 269–288].