In the answer to the question: Chi squared goodness of fit test, user glen_b comments that:

The circumstances where it really makes much sense to formally test goodness of fit are surprisingly few.

Perhaps the reason for this that in a lot circumstances, there are better options. However, the one-sample multinomial model appears theoretically appealing, so I wanted to understand:

When does it make sense to practically use the goodness of fit test?

For example a possible use case could be to test (lack of) fit in a logistic model when the cell counts are not too low. However, I have doubts about this. In truth, the few examples like this that I came up with have possibly better alternatives, hence my question.

edit: I'd like to add that if this question does not have a good answer then one wonders why this topic is routinely taught at the undergrad level - even to people who take only one statistics course in college.

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    $\begingroup$ Big-list questions rarely fit the SE model. We have allowed them primarily for requests for references and educational materials, which we make CW. $\endgroup$
    – whuber
    Commented Mar 25, 2017 at 14:37


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