Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152945 | Statistics & Probability Letters | 2010 | 10 Pages |
Abstract
Here we discuss the problem of fitting a parametric model to the regression function of the fixed effects in a class of balanced mixed effects models. The proposed test is based on the supremum of the Khmaladze transformation of a certain partial sum process of calibrated residuals, and the asymptotic null distribution of this transformed process turns out to be the same as that of a time transformed standard Brownian motion. Moreover, we show that this test is consistent against a large class of fixed alternatives and has non-trivial asymptotic power against a class of nonparametric local alternatives. Simulation studies are conducted to assess the finite sample performance of the proposed test.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Weixing Song, Juan Du,