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Goodness-of-fit tests for mixed model diagnostics. (English) Zbl 1041.62062

Summary: A simple goodness of fit test is proposed for checking distributional assumptions involved in a mixed linear model. An estimated critical value of the test statistic is derived, and is shown to be asymptotically correct under mild conditions. As a special case, the test may be applied to linear regression models to formally check the distribution of the errors. Finite sample performance of the proposed test is examined and compared with that of a previously proposed test by simulations.

MSC:

62J20 Diagnostics, and linear inference and regression
62G10 Nonparametric hypothesis testing
62J05 Linear regression; mixed models
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