Title: Lack-of-fit tests in linear mixed models with application to wavelet tests
Authors: Claeskens, Gerda ×
Ding, H.
Jansen, M. #
Issue Date: 2011
Publisher: Gordon & Breach Science Publishers
Series Title: Journal of Nonparametric Statistics vol:23 issue:4 pages:853-865
Abstract: We obtain the asymptotic distribution of score and restricted likelihood ratio statistics for testing whether variance components are equal to zero in linear mixed models with a fixed and finite number of random effects. The main new innovation of this paper is in deriving the components of the distribution, which are not chi-squared. The proposed test statistics are used for lack-of-fit testing using wavelets, where the finest scale wavelet coefficients are allowed to have a different variance than the other wavelet coefficients in the mixed effect wavelet model. We study the power of a wavelet-based test for a hypothesised parametric model within a mixed model framework in a simulation study.
ISSN: 1048-5252
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Research Center for Operations Research and Business Statistics (ORSTAT), Leuven
Leuven Statistics Research Centre (LStat)
× corresponding author
# (joint) last author

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