Abstract
This paper aims to simulate conditional samples for generalized linear models and to show their use in goodness of fit. The particular case of the natural exponential family with quadratic variance function and categorical covariates is studied. The conditional samples are drawn from the conditional distribution having conditioned on a sufficient statistic. A procedure that uses the Rao-Blackwell estimate for the cumulative distribution function is employed. The performance of the proposed procedure is shown through a simulation study and the analysis of a data set.
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