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

heteroscedastic errorslongitudinal datascore test

Mathematics Subject Classification ID

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

Recommendations

• Testing for heteroscedasticity of exponential correlation mixed-effects linear models based on M-estimation
• Testing for autocorrelation and random effects in mixed effect linear models based on M-estimation
• Testing for heteroscedasticity in semiparametric random effects models
• Testing for homogeneity of exponential correlation nonlinear mixed models based on M-estimation
• Testing of homogeneity of variance and autocorrelation coefficients of nonlinear mixed models with AR(1) errors based on M-estimation
• Test of random subject effects in heteroskedastic linear models

Cited in

(7)

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

This page was built for publication: Testing for heteroscedasticity in the mixed effect linear models based on M-estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2887405)