Testing for Heteroscedasticity and/or Autocorrelation in Longitudinal Mixed Effect Nonlinear Models with AR(1) Errors

DOI10.1080/03610920601001816zbMath1109.62078OpenAlexW2078856756MaRDI QIDQ3436003

Jin-Guan Lin, Bo-Cheng Wei

Publication date: 8 May 2007

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920601001816

zbMATH Keywords

longitudinal dataheteroscedasticityscore testrandom effectsmaximum likelihoodnonlinear regressionautocorrelationAR(1) errors

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) General nonlinear regression (62J02) Diagnostics, and linear inference and regression (62J20)

Related Items (4)

Influence diagnostics in heteroscedastic and/or autoregressive nonlinear elliptical models for correlated data ⋮ Heteroscedasticity and/or autocorrelation checks in longitudinal nonlinear models with elliptical and AR(1) errors ⋮ Diagnostics for elliptical linear mixed models with first-order autoregressive errors ⋮ Diagnostics for a Linear Model with First-Order Autoregressive Symmetrical Errors

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