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Generalized Score Test of Homogeneity Based on Correlated Random Effects Models

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  • D. Commenges
  • H. Jacqmin‐Gadda

Abstract

We present a family of tests based on correlated random effects models which provides a synthesis and a generalization of recent work on homogeneity testing. In these models each subject has a particular random effect, but the random effects between subjects are correlated. We derive the general form of the score statistic for testing that the random effects have a variance equal to 0. We apply this result to both parametric and semi‐parametric models. In both cases we show that under certain conditions the score statistic has an asymptotic normal distribution. We consider several applications of this theory, including overdispersion, heterogeneity between groups, spatial correlations and genetic linkage.

Suggested Citation

  • D. Commenges & H. Jacqmin‐Gadda, 1997. "Generalized Score Test of Homogeneity Based on Correlated Random Effects Models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 59(1), pages 157-171.
    • Handle: RePEc:bla:jorssb:v:59:y:1997:i:1:p:157-171
    DOI: 10.1111/1467-9868.00061
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