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

共 50 条

[11] A nonparametric goodness-of-fit test for a class of parametric autoregressive models
Wandji, JN
[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1998, 71 (1-2) : 57 - 74
[12] GOODNESS-OF-FIT TESTING OF ERROR DISTRIBUTION IN LINEAR MEASUREMENT ERROR MODELS
Koul, Hira L.
Song, Weixing
Zhu, Xiaoqing
[J]. ANNALS OF STATISTICS, 2018, 46 (05): : 2479 - 2510
[13] A simulation-based goodness-of-fit test for random effects in generalized linear mixed models
Waagepetersen, Rasmus
[J]. SCANDINAVIAN JOURNAL OF STATISTICS, 2006, 33 (04) : 721 - 731
[14] A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression
Chen, Song Xi
Van Keilegom, Ingrid
[J]. BERNOULLI, 2009, 15 (04) : 955 - 976
[15] Goodness-of-fit tests for mixed models
Ritz, C
[J]. SCANDINAVIAN JOURNAL OF STATISTICS, 2004, 31 (03) : 443 - 458
[16] Goodness-of-fit test for density estimation
Kim, C
Hong, C
Jeong, M
Yang, M
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1997, 26 (11) : 2725 - 2741
[17] Goodness-of-Fit Test Based on Biinomial Probability Distribution
Kuleshov E.L.
Petrov K.A.
Kirillova T.S.
Khaliullin R.A.
[J]. Optoelectronics, Instrumentation and Data Processing, 2018, 54 (1) : 90 - 96
[18] A goodness-of-fit test for the uniform distribution based on a characterization
Morris, KW
Szynal, D
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 2000, 45 (04) : 716 - 718
[19] A GOODNESS-OF-FIT TEST BASED ON RANKS FOR ARMA MODELS
FERRETTI, N
KELMANSKY, D
YOHAI, V
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1995, 24 (02) : 295 - 318
[20] Goodness-of-fit tests for parametric models based on biased samples
Sun, YQ
Cui, SF
Tiwari, RC
[J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2002, 30 (03): : 475 - 490

← 1 2 3 4 5 →