Goodness of fit tests for linear mixed models
نویسندگان
چکیده
منابع مشابه
Goodness-of-fit tests in mixed models
Mixed models, with both random and fixed effects, are most often estimated on the assumption that the random effects are normally distributed. In this paper we propose several formal tests of the hypothesis that the random effects and/or errors are normally distributed. Most of the proposed methods can be extended to generalized linear models where tests for non-normal distributions are of inte...
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In this work we propose a framework for constructing goodness of fit tests in both low and high-dimensional linear models. We advocate applying regression methods to the scaled residuals following either an ordinary least squares or Lasso fit to the data, and using some proxy for prediction error as the final test statistic. We call this family Residual Prediction (RP) tests. We show that simul...
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We develop graphical and numerical methods for checking the adequacy of generalized linear mixed models (GLMMs). These methods are based on the cumulative sums of residuals over covariates or predicted values of the response variable. Under the assumed model, the asymptotic distributions of these stochastic processes can be approximated by certain zero-mean Gaussian processes, whose realization...
متن کاملComments on: Goodness-of-fit tests in mixed models
The authors are to be congratulated for an interesting paper which highlights the need for more formal procedures on the assessment of goodness of fit in the area of mixed models. The authors give a comprehensive overview of diagnostic techniques and goodness-of-fit tests for random effects in mixed models and propose a number of new nonparametric tests with omnibus character. Some of them are ...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2014
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2014.03.012