Goodness-of-fit tests for mixed model diagnostics

被引：28

作者：

Jiang, JM ^{[1
]}

机构：

[1] Case Western Reserve Univ, Cleveland, OH 44106 USA

来源：

ANNALS OF STATISTICS | 2001年 / 29卷 / 04期

关键词：

asymptotic distribution; cell frequencies; chi(2) tests; eigenvalues; mixed models; REML;

D O I：

10.1214/aos/1013699997

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

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.

引用

页码：1137 / 1164

页数：28

共 31 条

[1]

[Anonymous], 1996, Matrix Analysis

[2] Empirical Bayes estimation of finite population means from complex surveys [J].