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Testing of homogeneity of variance and autocorrelation coefficients of nonlinear mixed models with AR(1) errors based on M-estimation
Authors:Huihui Sun
Affiliation:School of Mathematics and Science, Yancheng Teachers University, Yancheng, China
Abstract:Homogeneity of between-individual variance and autocorrelation coefficients is one of assumptions in the study of longitudinal data. However, the assumption could be challenging due to the complexity of the dataset. In the paper we propose and analyze nonlinear mixed models with AR(1) errors for longitudinal data, intend to introduce Huber's function in the log-likelihood function and get robust estimation, which may help to reduce the influence of outliers, by Fisher scoring method. Testing of homogeneity of variance among individuals and autocorrelation coefficients on the basis of Huber's M-estimation is studied later in the paper. Simulation studies are carried to assess performance of score test we proposed. Results obtained from plasma concentrations data are reported as an illustrative example.
Keywords:Autocorrelation coefficient  heteroscedasticity  nonlinear mixed-effects models  AR(1)errors  M-estimation  hypothesis testing
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