The Annals of Statistics

Goodness-of-fit tests for mixed model diagnostics

Jiming Jiang

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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.

Article information

Ann. Statist., Volume 29, Number 4 (2001), 1137-1164.

First available in Project Euclid: 14 February 2002

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Zentralblatt MATH identifier

Primary: 62J20: Diagnostics

asymptotic distribution cell frequencies chi-square tests eigenvalues mixed models REML


Jiang, Jiming. Goodness-of-fit tests for mixed model diagnostics. Ann. Statist. 29 (2001), no. 4, 1137--1164. doi:10.1214/aos/1013699997.

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