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SUMMARY Data analytic procedures are proposed to examine the adequacy of the hypothesized link used in fitting a generalized linear model. Through model expansion and linearization, tests and estimation techniques are provided. These procedures, along with the release of GLIM3, enable the user to examine routinely and objectively the fit of an hypothesized model. Examples are presented to illustrate the testing and fitting procedure.
Daryl Pregibon (1980) studied this question.