In the last three decades recursive residuals and estimation have received extensive attention as important and powerful tools in providing a diagnostic test of the structural change and functional misspecification in regression models. Recursive residuals and their relationship with recursive estimation of regression parameters have been developed for fixed effect models. Such residuals and estimation have been used to test the constancy of regression models over time and their usage has been suggested for almost all areas of regression model validation. These recursive techniques have not been developed for some of the more recent generalisations of Linear Models such as Linear Mixed Models (LMM) and their important extension to Generalised Linear Mixed Models (GLMM) which provide a suitable framework to analyse a variety of special problems in an unified way. The aim of this thesis is to extend the idea of recursive residuals and estimation to Mixed Models particularly for LMM and GLMM. Recurrence formulae are developed and recursive residuals are defined. / Doctor of Philosophy (PhD)
| Identifer | oai:union.ndltd.org:ADTP/235819 |
| Date | January 2004 |
| Creators | Bani-Mustafa, Ahmed, University of Western Sydney, College of Law and Business, School of Quantitative Methods and Mathematical Sciences |
| Source Sets | Australiasian Digital Theses Program |
| Language | English |
| Detected Language | English |
| Source | THESIS_CLAB_QMS_Bani-Mustafa_A.xml |
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