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

DOI10.1080/00949655.2010.482531MaRDI QIDQ4914972zbMATH OpenOpenAlexFDO

Authors Chun-Zheng Cao, Jinguan Lin

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 datalinear mixed modelscore testelliptical distributionlocal influenceAR(1) errors

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• scientific article; zbMATH DE number 3522963 (Why is no real title available?)
• scientific article; zbMATH DE number 1028265 (Why is no real title available?)
• 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
• Growth curve models and statistical diagnostics
• Influence diagnostics for linear models with first-order autoregressive elliptical errors
• Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
• Linear mixed models for longitudinal data
• Local influence in multivariate elliptical linear regression models
• On local influence for elliptical linear models
• Testing for Heteroscedasticity and/or Autocorrelation in Longitudinal Mixed Effect Nonlinear Models with AR(1) Errors
• Testing for Heteroscedasticity and/or Correlation in Nonlinear Models with Correlated Errors

Cited in

(4)

• ECM-based maximum likelihood inference for multivariate linear mixed models with autoregressive errors
• Influence diagnostics for linear models with first-order autoregressive elliptical errors
• Restricted inferences for elliptical linear mixed models with AR(1) errors
• Influence diagnostics in nonlinear mixed-effects elliptical models

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