In this paper, we consider bootstrap test methods for variance component in the semiparametric varying coefficient mixed effects model. The score function based methods are commonly used in the hypothesis tests for mixed models, but it needs a larger sample size and the asymptotic quantile of the statistic is sometimes incorrect under finite sample. In this paper, the one sided and two sided bootstrap test methods based on marginal score function are proposed to examine variance components. The test methods are free from the distribution of the random effect, and the nuisance parameters can be estimated under zeros hypotheses, which is different from likelihood based methods. Simulation studies are carried out to compare the empirical level of significance of each test method, and the result suggest the proposed bootstrap methods are practicable for finite samples.
机构:
China Univ Min & Technol, Dept Math, Beijing 100083, Peoples R ChinaChina Univ Min & Technol, Dept Math, Beijing 100083, Peoples R China
Li, Zaixing
Wang, Yuedong
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Univ Calif Santa Barbara, Dept Stat & Appl Probabil, Coll Letters & Sci, Santa Barbara, CA 93106 USAChina Univ Min & Technol, Dept Math, Beijing 100083, Peoples R China
Wang, Yuedong
Wu, Ping
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E China Normal Univ, Coll Life Sci, Shanghai 200062, Peoples R ChinaChina Univ Min & Technol, Dept Math, Beijing 100083, Peoples R China
Wu, Ping
Xu, Wangli
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机构:
Renmin Univ China, Sch Stat, Beijing 100072, Peoples R ChinaChina Univ Min & Technol, Dept Math, Beijing 100083, Peoples R China
Xu, Wangli
Zhu, Lixing
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机构:
Hong Kong Baptist Univ, Dept Math, Kowloon Tong, Hong Kong, Peoples R ChinaChina Univ Min & Technol, Dept Math, Beijing 100083, Peoples R China
机构:
China Univ Min & Technol, Beijing, Peoples R ChinaRenMin Univ China, Beijing, Peoples R China
Li, Zaixing
Xu, Wangli
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RenMin Univ China, Beijing, Peoples R ChinaRenMin Univ China, Beijing, Peoples R China
Xu, Wangli
Zhu, Lixing
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RenMin Univ China, Beijing, Peoples R China
Hong Kong Baptist Univ, Hong Kong, Hong Kong, Peoples R ChinaRenMin Univ China, Beijing, Peoples R China