Open Access
August 2001 Goodness-of-fit tests for mixed model diagnostics
Jiming Jiang
Ann. Statist. 29(4): 1137-1164 (August 2001). DOI: 10.1214/aos/1013699997


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.


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Jiming Jiang. "Goodness-of-fit tests for mixed model diagnostics." Ann. Statist. 29 (4) 1137 - 1164, August 2001.


Published: August 2001
First available in Project Euclid: 14 February 2002

zbMATH: 1041.62062
MathSciNet: MR1869244
Digital Object Identifier: 10.1214/aos/1013699997

Primary: 62J20

Keywords: asymptotic distribution , cell frequencies , chi-square tests , Eigenvalues , mixed models , REML

Rights: Copyright © 2001 Institute of Mathematical Statistics

Vol.29 • No. 4 • August 2001
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