A score test for variance components in a semiparametric mixed-effects model under non-normality

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	A score test for variance components in a semiparametric mixed-effects model under non-normality
	Sun, Yan 2; Zhang, Jin-Ting 1
刊名	STATISTICS AND ITS INTERFACE
	2011
卷号	4 期号:1 页码:65-72
关键词	Extended quasi-likelihood Laplace approximation Local linear smoothing Score test Semiparametric mixed-effects model Variance components
ISSN号	1938-7989
英文摘要	In this paper, we propose a score test for variance components in a semiparametric mixed-effects model when the random-effects and measurement errors are not normally distributed. The asymptotic null distribution of the test statistic is shown to be a simple chi-squared distribution with the degrees of freedom being the number of linearlyin-dependent variance components. The simulation results show that the proposed score test is robust against the non-normality of the random-effects and the measurement errors and performs well in terms of both size and power. The score test is illustrated via an application to a real longitudinal data set collected in a clinical trial study.
WOS研究方向	Mathematical & Computational Biology ; Mathematics
语种	英语
出版者	INT PRESS BOSTON, INC
WOS记录号	WOS:000288681800007
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/2912]
专题	上海财经大学
通讯作者	Zhang, Jin-Ting
作者单位	1.Natl Univ Singapore, Dept Stat & Appl Prob, Singapore 117548, Singapore; 2.Shanghai Univ Finance & Econ, Sch Econ, Shanghai, Peoples R China
推荐引用方式 GB/T 7714	Sun, Yan,Zhang, Jin-Ting. A score test for variance components in a semiparametric mixed-effects model under non-normality[J]. STATISTICS AND ITS INTERFACE,2011,4(1):65-72.
APA	Sun, Yan,&Zhang, Jin-Ting.(2011).A score test for variance components in a semiparametric mixed-effects model under non-normality.STATISTICS AND ITS INTERFACE,4(1),65-72.
MLA	Sun, Yan,et al."A score test for variance components in a semiparametric mixed-effects model under non-normality".STATISTICS AND ITS INTERFACE 4.1(2011):65-72.