Diagnostics for elliptical linear mixed models with first-order autoregressive errors

DOI10.1080/00949655.2010.482531zbMath1431.62326OpenAlexW2108073660MaRDI QIDQ4914972

Jin-Guan Lin, Chun-Zheng Cao

Publication date: 16 April 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2010.482531

zbMATH Keywords

longitudinal datascore testlocal influencelinear mixed modelelliptical distributionAR(1) errors

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Diagnostics, and linear inference and regression (62J20)

Cites Work

• Influence diagnostics for linear models with first-order autoregressive elliptical errors
• Assessment of local influence in elliptical linear models with longitudinal structure
• Asymptotic properties of the score test for autocorrelation in a random effects with AR(1) errors model
• On local influence for elliptical linear models
• Growth curve models and statistical diagnostics
• Local influence in multivariate elliptical linear regression models
• Testing for Heteroscedasticity and/or Correlation in Nonlinear Models with Correlated Errors
• Testing for Heteroscedasticity and/or Autocorrelation in Longitudinal Mixed Effect Nonlinear Models with AR(1) Errors
• Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
• Linear mixed models for longitudinal data
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