Testing for Heteroscedasticity and/or Autocorrelation in Longitudinal Mixed Effect Nonlinear Models with AR(1) Errors (Q3436003)
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scientific article; zbMATH DE number 5150062
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| English | Testing for Heteroscedasticity and/or Autocorrelation in Longitudinal Mixed Effect Nonlinear Models with AR(1) Errors |
scientific article; zbMATH DE number 5150062 |
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Testing for Heteroscedasticity and/or Autocorrelation in Longitudinal Mixed Effect Nonlinear Models with AR(1) Errors (English)
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8 May 2007
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AR(1) errors
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autocorrelation
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heteroscedasticity
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longitudinal data
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maximum likelihood
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nonlinear regression
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random effects
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score test
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0.8904547691345215
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0.865135669708252
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0.8459841012954712
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