Department of Mathematics
Testing for random effects in linear mixed models for longitudinal data under moment conditions
In this paper, we consider whether the random effect exists in linear mixed models (LMMs) when only moment conditions are assumed. Based on the estimators of parameters and their asymptotic properties, a Wald-type test is constructed. It is consistent against global alternatives and is sensitive to the local alternatives converging to the null hypothesis at parametric rates, a fastest possibly rate for goodness-of-fit testing. Moreover, a simulation study shows the performance of the test is good. The procedure also applies to a real data. © Springer-Verlag Berlin Heidelberg and The Editorial Office of AMS 2010.
Asymptotic normality, Consistent estimators, LMMs, Random effects
Source Publication Title
Acta Mathematica Sinica
Link to Publisher's Edition
Li, Z., Zhu, L., Wu, P., Wu, J., & Xu, W. (2010). Testing for random effects in linear mixed models for longitudinal data under moment conditions. Acta Mathematica Sinica, 26 (3), 497-514. https://doi.org/10.1007/s10114-010-8502-z