Sun Huihui. Testing for Correlation Coefficients in Uniform Correlation Longitudinal Mixed Effect Linear Models Based on M-estimation[J]. Chinese Journal of Applied Probability and Statistics, 2013, 29(5): 469-479.
Citation: Sun Huihui. Testing for Correlation Coefficients in Uniform Correlation Longitudinal Mixed Effect Linear Models Based on M-estimation[J]. Chinese Journal of Applied Probability and Statistics, 2013, 29(5): 469-479.

Testing for Correlation Coefficients in Uniform Correlation Longitudinal Mixed Effect Linear Models Based on M-estimation

  • In this paper, the Fisher scoring method is applied to get M-estimator (robust estimator) in the mixed effects linear model for longitudinal data. The score tests for correlation coefficients in the model with uniform correlation covariance structure based on M-estimator are also studied. Then the properties of test statistics are investigated through Monte Carlo simulations. At last, the methods and properties are illustrated by the grape sugar data example.
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