Generalized score test of homogeneity for mixed effects models

DOI10.1214/009053606000000380MaRDI QIDQ2500462zbMATH OpenOpenAlexFDO

Authors Heping Zhang, Hongtu Zhu

Publication date 24 August 2006

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0608028

zbMATH Keywords

functional central limit theoremlatent variablerandom quadratic formscore testvariance component

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Bootstrap, jackknife and other resampling methods (62F40) Hypothesis testing in multivariate analysis (62H15)

Abstract: Many important problems in psychology and biomedical studies require testing for overdispersion, correlation and heterogeneity in mixed effects and latent variable models, and score tests are particularly useful for this purpose. But the existing testing procedures depend on restrictive assumptions. In this paper we propose a class of test statistics based on a general mixed effects model to test the homogeneity hypothesis that all of the variance components are zero. Under some mild conditions, not only do we derive asymptotic distributions of the test statistics, but also propose a resampling procedure for approximating their asymptotic distributions conditional on the observed data. To overcome the technical challenge, we establish an invariance principle for random quadratic forms indexed by a parameter. A simulation study is conducted to investigate the empirical performance of the test statistics. A real data set is analyzed to illustrate the application of our theoretical results.

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Cited in

(29)

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