Goodness-of-fit test in parametric mixed effects models based on estimation of the error distribution

被引：4

作者：

Gonzalez-Manteiga, Wenceslao ^{[1
]}

Dolores Martinez-Miranda, Maria ^{[2
]}

Van Keilegom, Ingrid ^{[3
]}

机构：

[1] Univ Santiago Compostela, Fac Math, Dept Stat & Operat Res, Santiago De Compostela 15782, Spain

[2] Univ Granada, Dept Stat & Operat Res, Campus Fuentenueva S-N, E-18071 Granada, Spain

[3] Catholic Univ Louvain, Voie Roman Pays 20, B-1348 Louvain, Belgium

来源：

BIOMETRIKA | 2016年 / 103卷 / 01期

关键词：

Bootstrap; Empirical distribution; Local polynomial estimation; Mixed model; Residual; LONGITUDINAL DATA; NONPARAMETRIC-ESTIMATION; REGRESSION-MODELS; COMPONENTS; INFERENCE; VARIANCE;

D O I：

10.1093/biomet/asv061

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

We address the problem of testing for a parametric function of fixed effects in mixed models. We propose a test based on the distance between two empirical error distribution functions, which are constructed from residuals calculated under the opposing hypotheses. The proposed test statistic has power against all alternatives, and its asymptotic distribution is derived. A simulation study shows that the test outperforms others in the literature. The test is applied to longitudinal data from an AIDS clinical trial and a growth study.

引用

页码：133 / 146

页数：14

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