Testing for Homogeneity of Variance and Correlation Coefficients in Uniform Correlation Models Based on Longitudinal Data

In longitudinal data analysis, homogeneity of variance is a basic assumption. However, this assumption is not necessarily appropriate. Lin and Wei¹ considered the tests for homogeneity of within-individual variances and between-individual autocorrelation coefficients in nonlinear models with AR(1) errors based on longitudinal data. This paper discusses the tests for homogeneity of variances and correlation coefficients in longitudinal data model with uniform correlation covariance structure and obtains several score test statistics. The glucose data is used to illustrate our results. Power simulations of the proposed tests are given in this paper.