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Article: Variance component testing in semiparametric mixed models

TitleVariance component testing in semiparametric mixed models
Authors
KeywordsHeteroscedasticity
Random effects
Score test
Semiparametric mixed models
Smoothing spline
Issue Date2004
PublisherAcademic Press. The Journal's web site is located at http://www.elsevier.com/locate/jmva
Citation
Journal Of Multivariate Analysis, 2004, v. 91 n. 1, p. 107-118 How to Cite?
AbstractIt is of considerable interest to test for heteroscedasticity in statistical studies. In this paper, we investigate such a problem under the framework of a semiparametric mixed model. A score test is proposed for the hypothesis that all the variance components are zero. We establish the asymptotic property of the test, and examine its performance in a simulation study. The test is illustrated with the analysis of a longitudinal study of measurements of serum creatinine. © 2004 Elsevier Inc. All rights reserved.
Persistent Identifierhttp://hdl.handle.net/10722/82841
ISSN
2015 Impact Factor: 0.857
2015 SCImago Journal Rankings: 1.458
ISI Accession Number ID
References

 

DC FieldValueLanguage
dc.contributor.authorZhu, Zen_HK
dc.contributor.authorFung, WKen_HK
dc.date.accessioned2010-09-06T08:34:02Z-
dc.date.available2010-09-06T08:34:02Z-
dc.date.issued2004en_HK
dc.identifier.citationJournal Of Multivariate Analysis, 2004, v. 91 n. 1, p. 107-118en_HK
dc.identifier.issn0047-259Xen_HK
dc.identifier.urihttp://hdl.handle.net/10722/82841-
dc.description.abstractIt is of considerable interest to test for heteroscedasticity in statistical studies. In this paper, we investigate such a problem under the framework of a semiparametric mixed model. A score test is proposed for the hypothesis that all the variance components are zero. We establish the asymptotic property of the test, and examine its performance in a simulation study. The test is illustrated with the analysis of a longitudinal study of measurements of serum creatinine. © 2004 Elsevier Inc. All rights reserved.en_HK
dc.languageengen_HK
dc.publisherAcademic Press. The Journal's web site is located at http://www.elsevier.com/locate/jmvaen_HK
dc.relation.ispartofJournal of Multivariate Analysisen_HK
dc.subjectHeteroscedasticityen_HK
dc.subjectRandom effectsen_HK
dc.subjectScore testen_HK
dc.subjectSemiparametric mixed modelsen_HK
dc.subjectSmoothing splineen_HK
dc.titleVariance component testing in semiparametric mixed modelsen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0047-259X&volume=91&spage=107&epage=118&date=2004&atitle=Variance+component+testing+in+semiparametric+mixed+modelsen_HK
dc.identifier.emailFung, WK: wingfung@hku.hken_HK
dc.identifier.authorityFung, WK=rp00696en_HK
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1016/j.jmva.2004.04.012en_HK
dc.identifier.scopuseid_2-s2.0-3442890418en_HK
dc.identifier.hkuros104764en_HK
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-3442890418&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume91en_HK
dc.identifier.issue1en_HK
dc.identifier.spage107en_HK
dc.identifier.epage118en_HK
dc.identifier.isiWOS:000223086000007-
dc.publisher.placeUnited Statesen_HK
dc.identifier.scopusauthoridZhu, Z=23487505000en_HK
dc.identifier.scopusauthoridFung, WK=13310399400en_HK

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