کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1149338 957874 2013 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A new test for random effects in linear mixed models with longitudinal data
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
A new test for random effects in linear mixed models with longitudinal data
چکیده انگلیسی

As it is known, testing the existence of random effects is often transferred to testing their zero variances/covariance matrices. It is a nonstandard testing problem because the hypothetical values are on the boundary of the whole space. In the literature, a difference-based test was proposed, which has asymptotically tractable null distribution and is then easy to implement. However, the projection method on which the difference-based test relies may affect and deteriorate its performance when covariates associated with fixed effects and covariates associated with random effects are highly correlated. In the paper, for linear mixed models (LMM) with longitudinal data, a new test is proposed to avoid this problem. The new test is also asymptotically distribution-free and more powerful than the difference-based test, particularly when the above correlation is high. The new test is consistent against all global alternatives and can detect local alternatives converging to the null at a rate as close as to m−1/2m−1/2 with m being the number of subjects. Simulations are carried out to examine the performance and a real data analysis is performed for illustration.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 143, Issue 1, January 2013, Pages 82–95
نویسندگان
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