Asymptotic properties of the score test for autocorrelation in a random effects with AR(1) errors model

DOI10.1016/0167-7152(91)90195-WzbMath0761.62117MaRDI QIDQ1176991

Gregory C. Reinsel, Eric M. Chi

Publication date: 25 June 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalitymaximum likelihood estimationlongitudinal datascore testlocal alternativesasymptotic powerautocorrelation coefficient\(AR(1)\) errorsasymptotic chi-square distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items (6)

Asymptotic properties of the score test for varying dispersion in exponential family nonlinear models ⋮ Diagnostics for elliptical linear mixed models with first-order autoregressive errors ⋮ Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models ⋮ ECM-based maximum likelihood inference for multivariate linear mixed models with autoregressive errors ⋮ Testing serial correlation in semiparametric varying coefficient partially linear errors-in-variables model ⋮ Testing for Heteroscedasticity and/or Autocorrelation in Longitudinal Mixed Effect Nonlinear Models with AR(1) Errors

Cites Work

• Random-Effects Models for Longitudinal Data
• Estimation and Prediction in a Multivariate Random Effects Generalized Linear Model
• Unnamed Item

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