Testing for heteroscedasticity of exponential correlation mixed-effects linear models based on M-estimation

DOI10.1080/03610926.2014.955116MaRDI QIDQ4975170zbMATH OpenOpenAlexFDO

Authors Huihui Sun

Publication date 3 August 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2014.955116

zbMATH Keywords

exponential correlationheteroscedastic errorslongitudinal dataM-estimation

Mathematics Subject Classification ID

Diagnostics, and linear inference and regression (62J20)

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• scientific article; zbMATH DE number 2188847

Cites work

• Robust Restricted Maximum Likelihood in Mixed Linear Models
• Robust Statistics

Cited in

(8)

• Testing for heteroscedasticity in the mixed effect linear models based on M-estimation
• Testing for homogeneity of variance and correlation coefficients in uniform correlation models based on longitudinal data
• Variance components testing in semiparametric generalized linear mixed models for longitudinal data
• Testing of homogeneity of variance and autocorrelation coefficients of nonlinear mixed models with AR(1) errors based on M-estimation
• Testing for correlation coefficients in uniform correlation longitudinal mixed effect linear models based on M-estimation
• Testing for homogeneity of exponential correlation nonlinear mixed models based on M-estimation
• Estimation and testing of the conditional correlations across continuous variable(s) for heteroscedastic data
• Robust variable selection in semiparametric mixed effects longitudinal data models

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