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

• 成果类型: Article
• 署名作者: Gonzalez-Manteiga, Wenceslao; Dolores Martinez-Miranda, Maria; Van Keilegom, Ingrid
• 署名单位: Universidade de Santiago de Compostela; University of Granada; Universite Catholique Louvain
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asv061
• 发表日期: 2016
• 页码: 133146
• 关键词: nonparametric-estimation; regression; components; inference; variance

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.