[R] Checking the assumptions for a proper GLM model

[Jay]

So what I'm looking for is readily available tools/packages that could
produce some of the following:

3.6 Summary of Useful Commands (STATA: Source:
http://www.ats.ucla.edu/stat/Stata/webbooks/logistic/chapter3/statalog3.htm)

    * linktest--performs a link test for model specification, in our
case to check if logit is the right link function to use. This command
is issued after the logit or logistic command.
    * lfit--performs goodness-of-fit test, calculates either Pearson
chi-square goodness-of-fit statistic or Hosmer-Lemeshow chi-square
goodness-of-fit depending on if the group option is used.
    * fitstat -- is a post-estimation command that computes a variety
of measures of fit.
    * lsens -- graphs sensitivity and specificity versus probability
cutoff.
    * lstat -- displays summary statistics, including the
classification table, sensitivity, and specificity.
    * lroc -- graphs and calculates the area under the ROC curve based
on the model.
    * listcoef--lists the estimated coefficients for a variety of
regression models, including logistic regression.
    * predict dbeta --  Pregibon delta beta influence statistic
    * predict deviance -- deviance residual
    * predict dx2 -- Hosmer and Lemeshow change in chi-square
influence statistic
    * predict dd -- Hosmer and Lemeshow change in deviance statistic
    * predict hat -- Pregibon leverage
    * predict residual -- Pearson residuals; adjusted for the
covariate pattern
    * predict rstandard -- standardized Pearson residuals; adjusted
for the covariate pattern
    * ldfbeta -- influence of each individual observation on the
coefficient estimate ( not adjusted for the covariate pattern)
    * graph with [weight=some_variable] option
    * scatlog--produces scatter plot for logistic regression.
    * boxtid--performs power transformation of independent variables
and performs nonlinearity test.

But, since I'm new to GLM, I owuld greatly appreciate how you/others
go about and test the validity of a GLM model.


On Feb 18, 1:18 am, Jay <josip.2... at gmail.com> wrote:
> Hello,
>
> Are there any packages/functions available for testing the assumptions
> underlying assumptions for a good GLM model? Like linktest in STATA
> and smilar. If not, could somebody please describe their work process
> when they check the validity of a logit/probit model?
>
> Regards,
> Jay
>
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