Goodness-of-fit tests for mixed model diagnostics

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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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Comments 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: The Annals of Statistics

سال: 2001

ISSN: 0090-5364

DOI: 10.1214/aos/1013699997