GENERALIZED SCORE TEST OF HOMOGENEITY BASED ON CORRELATED RANDOM EFFECTS MODELS

Citation
D. Commenges et H. Jacqmingadda, GENERALIZED SCORE TEST OF HOMOGENEITY BASED ON CORRELATED RANDOM EFFECTS MODELS, Journal of the Royal Statistical Society. Series B: Methodological, 59(1), 1997, pp. 157-171
Citations number
31
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of the Royal Statistical Society. Series B: Methodological
ISSN journal
00359246 → ACNP
Volume
59
Issue
1
Year of publication
1997
Pages
157 - 171
Database
ISI
SICI code
1369-7412(1997)59:1<157:GSTOHB>2.0.ZU;2-5
Abstract
We present a family of tests based on correlated random effects models which provides a synthesis and a generalization of recent work on hom ogeneity testing. In these models each subject has a particular random effect, but the random effects between subjects are correlated. We de rive the general form of the score statistic for testing that the rand om effects have a variance equal to 0. We apply this result to both pa rametric and semiparametric models. In both cases we show that under c ertain conditions the score statistic has an asymptotic normal distrib ution. We consider several applications of this theory, including over dispersion, heterogeneity between groups, spatial correlations and gen etic linkage.