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A parametric test to discriminate between a linear regression model and a linear latent growth model

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Abstract

In longitudinal studies with subjects measured repeatedly across time, an important problem is how to select a model generating data choosing between a linear regression model and a linear latent growth model. Approaches based both on information criteria and on asymptotic hypothesis test on the variances of "random" components are largely used but not completely satisfactory. In the paper we propose a finite sample parametric test based on the trace of the product of estimates of two variance covariance matrices, one defined when data come from a linear regression model, the other defined when data come from a linear latent growth model. The sampling distribution of the test statistic so defined depends on the model generating data. It can be a "standard" F -distribution or a linear combination of F -distributions. In the paper a unified sampling distribution based on a generalized F -distribution is proposed. The knowledge of this distribution allows us to make inference in a classical hypothesis testing framework. The test statistic can be used by itself to discriminate between the two models and/or, duly modified, it can be used to test randomness on single components of the linear latent growth model avoinding the boundary problem of the likelihood ratio test statistic. Moreover, it can be used in conjunction with some indicators based on information criteria giving estimates of probability of accepting or rejecting the model chosen.

Suggested Citation

  • Marco Barnabani, 2015. "A parametric test to discriminate between a linear regression model and a linear latent growth model," Econometrics Working Papers Archive 2015_04, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  • Handle: RePEc:fir:econom:wp2015_04
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    References listed on IDEAS

    as
    1. Geert Verbeke & Geert Molenberghs, 2003. "The Use of Score Tests for Inference on Variance Components," Biometrics, The International Biometric Society, vol. 59(2), pages 254-262, June.
    2. Florin Vaida & Suzette Blanchard, 2005. "Conditional Akaike information for mixed-effects models," Biometrika, Biometrika Trust, vol. 92(2), pages 351-370, June.
    3. Swamy, P A V B, 1970. "Efficient Inference in a Random Coefficient Regression Model," Econometrica, Econometric Society, vol. 38(2), pages 311-323, March.
    4. Ciprian M. Crainiceanu & David Ruppert, 2004. "Likelihood ratio tests in linear mixed models with one variance component," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(1), pages 165-185, February.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Linear Mixed Models; Longitudinal data; Generalized F-distribution; Hypothesis testing.;
    All these keywords.

    JEL classification:

    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models

    NEP fields

    This paper has been announced in the following NEP Reports:

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