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Goodness-of-fit Test in Parametric Mixed-Effects Models based on the Estimation of the Error Distribution

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  • Gonzales Manteiga, Wenceslao
  • Maria Dolores, Martinez Miranda
  • Van Keilegom, Ingrid

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  • Gonzales Manteiga, Wenceslao & Maria Dolores, Martinez Miranda & Van Keilegom, Ingrid, 2012. "Goodness-of-fit Test in Parametric Mixed-Effects Models based on the Estimation of the Error Distribution," LIDAM Discussion Papers ISBA 2012022, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvad:2012022
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    References listed on IDEAS

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    1. Henderson, Daniel J. & Carroll, Raymond J. & Li, Qi, 2008. "Nonparametric estimation and testing of fixed effects panel data models," Journal of Econometrics, Elsevier, vol. 144(1), pages 257-275, May.
    2. Zhiying Pan & D. Y. Lin, 2005. "Goodness-of-Fit Methods for Generalized Linear Mixed Models," Biometrics, The International Biometric Society, vol. 61(4), pages 1000-1009, December.
    3. Stefan Sperlich & María José Lombardía, 2010. "Local polynomial inference for small area statistics: estimation, validation and prediction," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 22(5), pages 633-648.
    4. Ingrid Keilegom & Wenceslao González Manteiga & César Sánchez Sellero, 2008. "Goodness-of-fit tests in parametric regression based on the estimation of the error distribution," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 17(2), pages 401-415, August.
    5. D. Y. Lin & L. J. Wei & Z. Ying, 2002. "Model-Checking Techniques Based on Cumulative Residuals," Biometrics, The International Biometric Society, vol. 58(1), pages 1-12, March.
    6. Gerda Claeskens & Jeffrey Hart, 2009. "Rejoinder on: Goodness-of-fit tests in mixed models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 18(2), pages 265-270, August.
    7. María José Lombardía & Stefan Sperlich, 2008. "Semiparametric inference in generalized mixed effects models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(5), pages 913-930, November.
    8. Gerda Claeskens & Jeffrey Hart, 2009. "Goodness-of-fit tests in mixed models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 18(2), pages 213-239, August.
    9. Michael G. Akritas & Ingrid Van Keilegom, 2001. "Non‐parametric Estimation of the Residual Distribution," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 28(3), pages 549-567, September.
    10. B. N. Sánchez & E. A. Houseman & L. M. Ryan, 2009. "Residual-Based Diagnostics for Structural Equation Models," Biometrics, The International Biometric Society, vol. 65(1), pages 104-115, March.
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