Acta mathematica scientia,Series A ›› 2013, Vol. 33 ›› Issue (3): 523-534.

• Articles • Previous Articles     Next Articles

Testing for Autocorrelation and Random Effects in Mixed Effect Linear Models Based on M-estimation

 SUN Hui-Hui, LIN Jin-Guan   

  1. School of Mathematics and Science, Yancheng Teachers University, Jiangsu Yancheng 224002; Department of Mathematics, Southeast University, Nanjing 210096
  • Received:2011-08-26 Revised:2012-11-18 Online:2013-06-25 Published:2013-06-25
  • Supported by:

    国家自然科学基金(NSFC11171065, 11202180)、江苏省自然科学基金(NSFJSBK2011058)和盐城师范学院自然科学基金(11YCKL019)资助

Abstract:

In this paper, the Fisher scoring method is applied to get M-estimator(robust estimator)in the mixed effects linear model for longitudinal data. And its asymptotic property is given later. Then tests for autocorrelation and presence of random
effects in the models are studied based on M-estimation. The score test statistics are obtained and illustrated by the grape sugar data example.

Key words: Longitudinal data, Mixed effect linear models, M-estimation, Autocorrelation, Random effects, Score test

CLC Number: 

  • 62J20
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