Variance component testing in semiparametric mixed models |
| |
| Authors: | Zhongyi Zhu Wing K Fung |
| |
| Affiliation: | a Department of Statistics, East China Normal University, Shanghai, 200062, PR China
b Department of Statistics and Actuarial Science, The University of Hong Kong, Hong Kong |
| |
| Abstract: | It is of considerable interest to test for heteroscedasticity in statistical studies. In this paper, we investigate such a problem under the framework of a semiparametric mixed model. A score test is proposed for the hypothesis that all the variance components are zero. We establish the asymptotic property of the test, and examine its performance in a simulation study. The test is illustrated with the analysis of a longitudinal study of measurements of serum creatinine. |
| |
| Keywords: | 62G08 62G20 |
| 本文献已被 ScienceDirect 等数据库收录！ |
|
