%0 Journal Article
%T TESTING FOR HETEROGENEITY IN NONLINEAR MODELS WITH RANDOM EFFECTS
非线性随机效应模型的异方差性检验
%A Jin Guan LIN
%A
林金官
%A 韦博成
%J 系统科学与数学
%D 2002
%I
%X Abstract Random-effects models are widely used to characterize repeated measurementdata. Random-effect models for longitudinal data include both within-and betweensubjectvariances. Zhang and Weiss (2000) studied heterogeneity tests for linear models with randomeffects. In this paper, three types of heterogeneity of variance are discussed in nonlinear modelswith random effects. They are variance heterogeneity of within, between and within-betweenmultivariate subjects. Several score test statistics are obtained and the relations of three scorefunctions are presented. A numerical example is given to illustnde the methodology
%K Keywords: Nonlinear models
%K random effects
%K heterogeneity of variance
%K likelihood ratiotest
%K score test
%K score function
非线性模型
%K 随机效应
%K 异方差性
%K 似然比检验
%K score检验
%K score函数.
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=0CD45CC5E994895A7F41A783D4235EC2&aid=DBF080F016356BFD&yid=C3ACC247184A22C1&vid=BC12EA701C895178&iid=0B39A22176CE99FB&sid=E2E0FBFE4D7EFB94&eid=80BD0A2EF8664214&journal_id=1000-0577&journal_name=系统科学与数学&referenced_num=10&reference_num=16