Generalized score test of homogeneity based on correlated random effects models

被引:45
作者
Commenges, D
JacqminGadda, H
机构
[1] Inst. National de la Santé, Recherche Médicale, Bordeaux
[2] Inst. National de la Santé, Recherche Médicale, Université de Bordeaux II, 33076 Bordeaux Cedex
来源
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL | 1997年 / 59卷 / 01期
关键词
asymptotic distribution; frailty models; homogeneity; random effects; score test; spatial correlations;
D O I
10.1111/1467-9868.00061
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
We present a family of tests based on correlated random effects models which provides a synthesis and a generalization of recent work on homogeneity testing. In these models each subject has a particular random effect, but the random effects between subjects are correlated. We derive the general form of the score statistic for testing that the random effects have a variance equal to 0. We apply this result to both parametric and semiparametric models. In both cases we show that under certain conditions the score statistic has an asymptotic normal distribution. We consider several applications of this theory, including overdispersion, heterogeneity between groups, spatial correlations and genetic linkage.
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页码:157 / 171
页数:15
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