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Diagnostic tests for the distribution of random effects in multivariate mixed effects models |
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| Authors: | Simos G Meintanis James S Allison Leonard Santana |
| Institution: | 1. Department of Economics, National and Kapodistrian University of Athens, Athens, Greece;2. Unit for Business Mathematics and Informatics, North-West University, Potchefstroom, South Africasimosmei@econ.uoa.gr;4. Unit for Business Mathematics and Informatics, North-West University, Potchefstroom, South Africa |
| Abstract: | AbstractFourier methods are proposed for testing the distribution of random effects in classical and robust multivariate mixed effects models. The test statistics involve estimation of the characteristic function of random effects. Theoretical and computational issues are addressed while Monte Carlo results show that the new procedures compare favorably with other methods. |
| Keywords: | Empirical characteristic function Goodness-of-fit test Mixed effects model |