Variance component testing in semiparametric mixed models

Zhongyi Zhu and Wing K. Fung

Journal of Multivariate Analysis, 2004, vol. 91, issue 1, 107-118

Abstract: It 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.

Keywords: Heteroscedasticity; Random; effects; Score; test; Semiparametric; mixed; models; Smoothing; spline (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (7)

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