Testing for heteroscedasticity in the mixed effect linear models based on M-estimation

MaRDI QIDQ2887405zbMATH OpenFDO

Authors Huihui Sun, Jinguan Lin

Publication date 1 June 2012

Published in Mathematica Applicata (Search for Journal in Brave)

zbMATH Keywords

longitudinal datascore testheteroscedastic errors

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited in

(7)

• Diagnostics of variance of the error in mixed effects linear models based on M-estimation
• Testing for heteroscedasticity of exponential correlation mixed-effects linear models based on M-estimation
• Inference on quantile regression for heteroscedastic mixed models
• Testing for autocorrelation and random effects in mixed effect linear models based on M-estimation
• Testing for autocorrelation and random-effects in nonlinear mixed effects models based on \(M\)-estimation
• A rule of thumb for mixed heteroskedasticity
• Testing for correlation coefficients in uniform correlation longitudinal mixed effect linear models based on M-estimation

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