کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1149262 | 957870 | 2011 | 11 صفحه PDF | دانلود رایگان |
Two methods are proposed for testing the error distribution in mixed effects models, where J measurements are taken on each of I individuals. The test statistics involve empirical characteristic functions resulting from estimation of the mixed effects. One method is designed for J large and is justified by asymptotic results when J→∞J→∞. The other is appropriate for moderately small J , and appears to be a simpler alternative method achieving the near n‐consistency of the procedure of Hall and Yao (2003). This method is based on a novel use of piecewise linear approximations to characteristic functions along a grid, and its computation may be simplified using complex arithmetic. Theoretical and computational issues are addressed while Monte Carlo results show that the new procedures compare favorably with classical methods.
Journal: Journal of Statistical Planning and Inference - Volume 141, Issue 8, August 2011, Pages 2545–2555