Residual analysis of linear mixed models using a simulation approach
Author
Abstract
Suggested Citation
DOI: 10.1016/j.csda.2011.11.006
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Piepho, Hans-Peter, 1996. "Weighted estimates of interlaboratory consensus values," Computational Statistics & Data Analysis, Elsevier, vol. 22(5), pages 471-479, September.
- Shi, Lei & Chen, Gemai, 2012. "Deletion, replacement and mean-shift for diagnostics in linear mixed models," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 202-208, January.
- Gumedze, Freedom N. & Welham, Sue J. & Gogel, Beverley J. & Thompson, Robin, 2010. "A variance shift model for detection of outliers in the linear mixed model," Computational Statistics & Data Analysis, Elsevier, vol. 54(9), pages 2128-2144, September.
- Huang, Xianzheng, 2011. "Detecting random-effects model misspecification via coarsened data," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 703-714, January.
- Nicholas T. Longford, 2001. "Simulation‐based diagnostics in random‐coefficient models," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 164(2), pages 259-273.
- Jean-Marie Dufour & Abdeljelil Farhat & Lucien Gardiol & Lynda Khalaf, 1998.
"Simulation-based finite sample normality tests in linear regressions,"
Econometrics Journal, Royal Economic Society, vol. 1(Conferenc), pages 154-173.
- DUFOUR, Jean-Marie & FARHAT, Abdeljelil & GARDIOL, Lucien, 1998. "Simulation-Based Finite-Sample Normality Tests in Linear Regressions," Cahiers de recherche 9811, Universite de Montreal, Departement de sciences economiques.
- Shi, Lei & Huang, Mei, 2011. "Stepwise local influence analysis," Computational Statistics & Data Analysis, Elsevier, vol. 55(2), pages 973-982, February.
- John Haslett & Dominic Dillane, 2004. "Application of ‘delete = replace’ to deletion diagnostics for variance component estimation in the linear mixed model," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(1), pages 131-143, February.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Ma, Jinxing & Wang, Zhiwei & Zhu, Chaowei & Xu, Yinlun & Wu, Zhichao, 2014. "Electrogenesis reduces the combustion efficiency of sewage sludge," Applied Energy, Elsevier, vol. 114(C), pages 283-289.
- Ahmed Bani-Mustafa & K. M. Matawie & C. F. Finch & Amjad Al-Nasser & Enrico Ciavolino, 2019. "Recursive residuals for linear mixed models," Quality & Quantity: International Journal of Methodology, Springer, vol. 53(3), pages 1263-1274, May.
- Francis K. C. Hui & Samuel Müller & Alan H. Welsh, 2021. "Random Effects Misspecification Can Have Severe Consequences for Random Effects Inference in Linear Mixed Models," International Statistical Review, International Statistical Institute, vol. 89(1), pages 186-206, April.
- Emi Tanaka, 2020. "Simple outlier detection for a multi‐environmental field trial," Biometrics, The International Biometric Society, vol. 76(4), pages 1374-1382, December.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Shi, Lei & Lu, Jun & Zhao, Jianhua & Chen, Gemai, 2016. "Case deletion diagnostics for GMM estimation," Computational Statistics & Data Analysis, Elsevier, vol. 95(C), pages 176-191.
- Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-Francois, 2003. "Simulation-based exact jump tests in models with conditional heteroskedasticity," Journal of Economic Dynamics and Control, Elsevier, vol. 28(3), pages 531-553, December.
- Doko Tchatoka, Firmin & Dufour, Jean-Marie, 2020.
"Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: Invariance and finite-sample distributional theory,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 390-418.
- Firmin Doko Tchatoka & Jean-Marie Dufour, 2016. "Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory," CIRANO Working Papers 2016s-62, CIRANO.
- Firmin DOKO TCHATOKA & Jean-Marie DUFOUR, 2016. "Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions : Invariance and Finite-Sample Distributional Theory," Cahiers de recherche 14-2016, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Chesher, Andrew & Dhaene, Geert & Gouriéroux, Christian & Scaillet, Olivier, 1999.
"Bartlett Identities Tests,"
LIDAM Discussion Papers IRES
1999019, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- CHESHER, Andrew & DHAENE, Geert & GOURIEROUX, Christian & SCAILLET, Olivier, 1999. "Bartlett identities tests," LIDAM Discussion Papers CORE 1999039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Andrew Chesher & Geert Dhaene & Christian Gourieroux & Olivier Scaillet, 1999. "Bartlett Identities Tests," Working Papers 99-32, Center for Research in Economics and Statistics.
- Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda, 2014.
"Exact confidence sets and goodness-of-fit methods for stable distributions,"
Journal of Econometrics, Elsevier, vol. 181(1), pages 3-14.
- Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2015. "Exact confidence sets and goodness-of-fit methods for stable distributions," CIRANO Working Papers 2015s-25, CIRANO.
- Dufour, Jean-Marie & Khalaf, Lynda, 2002.
"Simulation based finite and large sample tests in multivariate regressions,"
Journal of Econometrics, Elsevier, vol. 111(2), pages 303-322, December.
- Dufour, J.M. & Khalaf, L., 2000. "Simulation-Based Finite and Large Sample Tests in Multivariate Regressions," Cahiers de recherche 2000-10, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Jean-Marie Dufour & Lynda Khalaf, 2000. "Simulation Based Finite and Large Sample Tests in Multivariate Regressions," CIRANO Working Papers 2000s-15, CIRANO.
- DUFOUR, Jean-Marie & KHALAF, Lynda, 2000. "Simulation-Based Finite and Large Sample Tests in Multivariate Regressions," Cahiers de recherche 2000-10, Universite de Montreal, Departement de sciences economiques.
- Shi, Lei & Chen, Gemai, 2012. "Deletion, replacement and mean-shift for diagnostics in linear mixed models," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 202-208, January.
- Pinho, Luis Gustavo B. & Nobre, Juvêncio S. & Singer, Julio M., 2015. "Cook’s distance for generalized linear mixed models," Computational Statistics & Data Analysis, Elsevier, vol. 82(C), pages 126-136.
- Jean-Marie Dufour & Lynda Khalaf & Marcel Voia, 2013.
"Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability,"
CIRANO Working Papers
2013s-40, CIRANO.
- Jean-Marie DUFOUR & Lynda KHALAF & Marcel VOIA, 2013. "Finite-Sample Resampling-Based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability," Cahiers de recherche 13-2013, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Dufour, Jean-Marie, 2006.
"Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics,"
Journal of Econometrics, Elsevier, vol. 133(2), pages 443-477, August.
- Jean-Marie Dufour, 2005. "Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics," CIRANO Working Papers 2005s-02, CIRANO.
- DUFOUR, Jean-Marie, 2005. "Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics," Cahiers de recherche 2005-03, Universite de Montreal, Departement de sciences economiques.
- DUFOUR, Jean-Marie, 2005. "Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics," Cahiers de recherche 03-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Christian Bontemps & Nour Meddahi, 2012.
"Testing distributional assumptions: A GMM aproach,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 978-1012, September.
- N. Meddahi & C. Bontemps, 2004. "Testing Distributional Assumptions: A GMM Approach," Econometric Society 2004 North American Winter Meetings 487, Econometric Society.
- Christian Bontemps & Nour Meddahi, 2012. "Testing distributional assumptions: A GMM aproach," Post-Print hal-02875123, HAL.
- Bontemps, Christian & Meddahi, Nour, 2007. "Testing Distributional Assumptions: A GMM Approach," IDEI Working Papers 486, Institut d'Économie Industrielle (IDEI), Toulouse.
- Dufour, Jean-Marie & Khalaf, Lynda, 2002.
"Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions,"
Journal of Econometrics, Elsevier, vol. 106(1), pages 143-170, January.
- Jean-Marie Dufour & Lynda Khalaf, 2000. "Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions," CIRANO Working Papers 2000s-16, CIRANO.
- DUFOUR, Jean-Marie & KHALAF, Lynda, 2000. "Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions," Cahiers de recherche 2000-11, Universite de Montreal, Departement de sciences economiques.
- Dufour, J.M. & Khalaf, L., 2000. "Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions," Cahiers de recherche 2000-11, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Julio M. Singer & Francisco M.M. Rocha & Juvêncio S. Nobre, 2017. "Graphical Tools for Detecting Departures from Linear Mixed Model Assumptions and Some Remedial Measures," International Statistical Review, International Statistical Institute, vol. 85(2), pages 290-324, August.
- Broström, Göran & Holmberg, Henrik, 2011. "Generalized linear models with clustered data: Fixed and random effects models," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3123-3134, December.
- Diego Valderrama, 2002. "The impact of financial frictions on a small open economy: when current account borrowing hits a limit," Working Paper Series 2002-15, Federal Reserve Bank of San Francisco.
- Marie-Claude BEAULIEU & Jean-Marie DUFOUR & Lynda KHALAF, 2002.
"Testing Mean-Variance Efficiency In Capm With Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach,"
Cahiers de recherche
17-2002, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2002. "Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach," CIRANO Working Papers 2002s-85, CIRANO.
- Dufour, Jean-Marie & Beaulieu, Marie-Claude & Khalaf, Lynda, 2003. "Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach," Discussion Paper Series 1: Economic Studies 2003,01, Deutsche Bundesbank.
- BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda., 2002. "Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach," Cahiers de recherche 2002-17, Universite de Montreal, Departement de sciences economiques.
- Pavol Durana & Katarina Valaskova & Darina Chlebikova & Vladislav Krastev & Irina Atanasova, 2020. "Heads and Tails of Earnings Management: Quantitative Analysis in Emerging Countries," Risks, MDPI, vol. 8(2), pages 1-21, June.
- Barrera, Carlos R., 2011. "Impacto amplificador del ajuste de inventarios ante choques de demanda según especificaciones flexibles," Working Papers 2011-009, Banco Central de Reserva del Perú.
- E. Andres Houseman & Louise Ryan & Brent Coull, 2004. "Cholesky Residuals for Assessing Normal Errors in a Linear Model with Correlated Outcomes: Technical Report," Harvard University Biostatistics Working Paper Series 1019, Berkeley Electronic Press.
- Bontemps, Christian & Meddahi, Nour, 2005.
"Testing normality: a GMM approach,"
Journal of Econometrics, Elsevier, vol. 124(1), pages 149-186, January.
- BONTEMPS, Christian & MEDDAHI, Nour, 2002. "Testing Normality : A GMM Approach," Cahiers de recherche 2002-14, Universite de Montreal, Departement de sciences economiques.
- Christian Bontemps & Nour Meddahi, 2005. "Testing normality: a GMM approach," Post-Print hal-02875105, HAL.
- Christian BONTEMPS & Nour MEDDAHI, 2002. "Testing Normality : A Gmm Approach," Cahiers de recherche 14-2002, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Christian Bontemps & Nour Meddahi, 2002. "Testing Normality: A GMM Approach," CIRANO Working Papers 2002s-63, CIRANO.
More about this item
Keywords
Studentized residual; Simultaneous tolerance band; Simultaneous tolerance interval; Diagnostic plot; Conditional residual; Empirical size;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:56:y:2012:i:6:p:1405-1416. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.