Testing for heteroscedasticity of exponential correlation mixed-effects linear models based on M-estimation

Hui-Hui Sun

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 9, 4620-4630

Abstract: Homogeneity of variance is a basic assumption in longitudinal data analysis. However, the assumption is not necessarily appropriate. In this paper, Fisher scoring method is applied to get M-estimator in the exponential correlation mixed-effects linear model. The score tests for heteroscedasticity and correlation coefficient based on M-estimator are then studied. Monte Carlo method is applied to investigate the properties of test statistics. At last, the methods and properties are illustrated by an actual data example.

Date: 2017
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DOI: 10.1080/03610926.2014.955116

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