In this paper we propose consistent integrated conditional moment tests for the validity of parametric conditional distribution models, based on the integrated squared difference between the empirical characteristic function of the actual data and the characteristic function implied by the model. To avoid numerical evaluation of the conditional characteristic function of the model distribution, a simulated integrated conditional moment test is proposed. As an empirical application we test the validity of a few common health economic count data models.
No takes yet. Share an insight, caveat, or question.
Bierens et al. (2011) studied this question.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context: