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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

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.

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Jiming Jiang. "Goodness-of-fit tests for mixed model diagnostics." Ann. Statist. 29 (4) 1137 - 1164, August 2001. https://doi.org/10.1214/aos/1013699997

Information

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

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

Subjects:
Primary: 62J20

Rights: Copyright © 2001 Institute of Mathematical Statistics

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Vol.29 • No. 4 • August 2001
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