A score test for variance components in a semiparametric mixed-effects model under non-normality
Sun, Y. Zhang, J.-T.
Sun, Y.
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Abstract
In this paper, we propose a score test for variance components in a semiparametric mixed-effects model when the random-effects and measurement errors are not normally distributed. The asymptotic null distribution of the test statistic is shown to be a simple chi-squared distribution with the degrees of freedom being the number of linearly-independent variance components. The simulation results show that the proposed score test is robust against the nonnormality of the random-effects and the measurement errors and performs well in terms of both size and power. The score test is illustrated via an application to a real longitudinal data set collected in a clinical trial study.
Keywords
Extended quasi-likelihood, Laplace approximation, Local linear smoothing, Score test, Semiparametric mixed-effects model, Variance components
Source Title
Statistics and its Interface
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Date
2011
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Article