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
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.