Abstract: We suggest a new methodology for the assessment of the goodness of fit of parametric regression models. To this end asymptotics of common and new goodness of fit statistics is considered under violation of the null model. This can be used to construct asymptotic p-value curves, a new graphical tool for understanding the quality of fit. Ideas are illustrated with satelite data which are used for the reconstruction of the star distribution in the Milky Way. Keywords: goodness of fit, parametric versus nonparametric regression, central limit theorems, bootstrap, luminosity density, statistical inverse problems.