Goodness-of-fit tests for mixed model diagnostics

• 成果类型: Article
• 署名作者: Jiang, JM
• 署名单位: University System of Ohio; Case Western Reserve University
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1013699997
• 发表日期: 2001
• 页码: 1137-1164
• 关键词: ASYMPTOTIC-BEHAVIOR; reml estimation; linear-models; Consistency; population; error

摘要

A simple goodness of fit test is proposed for checking distributional assumptions involved in a mixed linear model. An estimated critical value of the test statistic is derived, and is shown to be asymptotically correct under mild conditions. As a special case, the test may be applied to linear regression models to formally check distribution of the errors. Finite sample performance of the proposed test is examined and compared with that of a previously proposed test by simulations.