Goodness-of-fit tests for mixed model diagnostics

Abstract

A simple goodness of fit test is proposed for checking distributional assumptions involved in a mixed linear model. An estimated critical value of the test statistic is derived, and is shown to be asymptotically correct under mild conditions. As a special case,the test may be applied to linear regression models to formally check distribution of the errors. Finite sample performance of the proposed test is examined and compared with that of a previously proposed test by simulations.