SUN HuiHui, LIN JinGuan. Testing for Homogeneity of Exponential Correlation Nonlinear Mixed Models Based on M-estimation[J]. Chinese Journal of Applied Probability and Statistics, 2018, 34(2): 156-168. DOI: 10.3969/j.issn.1001-4268.2018.02.004
Citation: SUN HuiHui, LIN JinGuan. Testing for Homogeneity of Exponential Correlation Nonlinear Mixed Models Based on M-estimation[J]. Chinese Journal of Applied Probability and Statistics, 2018, 34(2): 156-168. DOI: 10.3969/j.issn.1001-4268.2018.02.004

Testing for Homogeneity of Exponential Correlation Nonlinear Mixed Models Based on M-estimation

  • Homogeneity of variance and correlation coefficients is one of assumptions in the analysis of longitudinal data.However, the assumption can be challenged. In this paper, we mainly propose and analyze nonlinear mixed effects models for longitudinal data with exponential correlation covariance structure, intend to introduce Huber's function in the log likelihood function and get robust estimation (M-estimation) by Fisher scoring method. Score test statistics for homogeneity of variance and correlation coefficient based on M-estimation are then studied. A simulation study is carried to assess the performance of test statistics and the method we proposed in the paper is illustrated by an actual data example.
  • loading

Catalog

    Turn off MathJax
    Article Contents

    /

    DownLoad:  Full-Size Img  PowerPoint
    Return
    Return