The Annals of Statistics

Goodness-of-fit tests for mixed model diagnostics

Jiming Jiang

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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.

Article information

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

Dates
First available in Project Euclid: 14 February 2002

Permanent link to this document
https://projecteuclid.org/euclid.aos/1013699997

Digital Object Identifier
doi:10.1214/aos/1013699997

Mathematical Reviews number (MathSciNet)
MR1869244

Zentralblatt MATH identifier
1041.62062

Subjects
Primary: 62J20: Diagnostics

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

Citation

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


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