IDEAS home Printed from https://ideas.repec.org/a/spr/testjl/v26y2017i4d10.1007_s11749-017-0532-8.html
   My bibliography  Save this article

Inference of nonlinear mixed models for clustered data under moment conditions

Author

Listed:
  • Zaixing Li

    (China University of Mining and Technology (Beijing)
    State Key Laboratory of Coal Resource and Safe Mining (CUMT))

Abstract

Two statistical inference problems in nonlinear mixed models (NLMM) are considered under only moment conditions on random effects and random errors. First, higher-order moment estimates of random effects and random errors in NLMM are proposed and they turn out to be strongly consistent. Second, a difference-type test $$T_{mDs}$$ T m D s is developed to test whether some sub-vector of random effects exists or not, which is easy to implement without requiring the Monte Carlo method. Its theoretical properties including the power properties are obtained. Moreover, in the special case of testing the existence of random effects, two kinds of tests are also constructed: the global difference-type test $$T_{mDG}$$ T m D G , which is a special case of $$T_{mDs}$$ T m D s , and the modified score-type test $$ST_{n0}$$ S T n 0 , which is motivated by $$ST_{nru}$$ S T n r u in Russo et al. (TEST 21:519–545, 2012). The simulation study indicates that $$T_{mDs}$$ T m D s is the most powerful. A real data analysis is also conducted to investigate the applicability of the procedures.

Suggested Citation

  • Zaixing Li, 2017. "Inference of nonlinear mixed models for clustered data under moment conditions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(4), pages 759-781, December.
    • Handle: RePEc:spr:testjl:v:26:y:2017:i:4:d:10.1007_s11749-017-0532-8
    DOI: 10.1007/s11749-017-0532-8
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s11749-017-0532-8
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s11749-017-0532-8?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Juvêncio Nobre & Julio Singer & Pranab Sen, 2013. "U-tests for variance components in linear mixed models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(4), pages 580-605, November.
    2. Zaixing Li & Fei Chen & Lixing Zhu, 2014. "Variance Components Testing in ANOVA-Type Mixed Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(2), pages 482-496, June.
    3. Cibele Russo & Reiko Aoki & Gilberto Paula, 2012. "Assessment of variance components in nonlinear mixed-effects elliptical models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(3), pages 519-545, September.
    4. Zaixing Li & Lixing Zhu, 2010. "On Variance Components in Semiparametric Mixed Models for Longitudinal Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(3), pages 442-457, September.
    Full references (including those not matched with items on IDEAS)

    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.
    1. Chen, Fei & Li, Zaixing & Shi, Lei & Zhu, Lixing, 2015. "Inference for mixed models of ANOVA type with high-dimensional data," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 382-401.
    2. Li, Zaixing, 2015. "A residual-based test for variance components in linear mixed models," Statistics & Probability Letters, Elsevier, vol. 98(C), pages 73-78.
    3. Zaixing Li & Fei Chen & Lixing Zhu, 2014. "Variance Components Testing in ANOVA-Type Mixed Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(2), pages 482-496, June.
    4. Bollerslev, Tim & Todorov, Viktor & Xu, Lai, 2015. "Tail risk premia and return predictability," Journal of Financial Economics, Elsevier, vol. 118(1), pages 113-134.
    5. M. Taavoni & M. Arashi, 2021. "Kernel estimation in semiparametric mixed effect longitudinal modeling," Statistical Papers, Springer, vol. 62(3), pages 1095-1116, June.
    6. Artur Lemonte, 2015. "On local power properties of the LR, Wald, score and gradient tests in nonlinear mixed-effects models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(5), pages 885-895, October.
    7. Yahia S. El-Horbaty, 2024. "A Monte Carlo permutation procedure for testing variance components in generalized linear regression models," Computational Statistics, Springer, vol. 39(5), pages 2605-2621, July.
    8. Jianhong Wu & Lixing Zhu, 2012. "Estimation of and testing for random effects in dynamic panel data models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(3), pages 477-497, September.
    9. Zaixing Li, 2013. "Two kinds of variance/covariance estimates in linear mixed models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(3), pages 303-324, April.
    10. Imori, Shinpei & Rosen, Dietrich von, 2015. "Covariance components selection in high-dimensional growth curve model with random coefficients," Journal of Multivariate Analysis, Elsevier, vol. 136(C), pages 86-94.
    11. Wu, Jianhong & Li, Guodong, 2014. "Moment-based tests for individual and time effects in panel data models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 569-581.
    12. Zaixing Li & Fei Chen & Lixing Zhu, 2017. "Estimating moments in ANOVA-type mixed models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(6), pages 697-715, November.
    13. Cibele Russo & Reiko Aoki & Gilberto Paula, 2012. "Assessment of variance components in nonlinear mixed-effects elliptical models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(3), pages 519-545, September.
    14. S. Liu & T. Ma & A. SenGupta & K. Shimizu & M.-Z. Wang, 2017. "Influence Diagnostics in Possibly Asymmetric Circular-Linear Multivariate Regression Models," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 79(1), pages 76-93, May.

    Corrections

    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:spr:testjl:v:26:y:2017:i:4:d:10.1007_s11749-017-0532-8. 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.