The categorical partitioning variable of interest. It's value should not change over time.
Y_i(t)= W_i(t) theta + b_i + epsilon_{it}
where W_i(t)
is the design matrix, theta
is the parameter associated with
W_i(t)
and b_i
is the random intercept. Also, epsilon_{it} ~ N(0,sigma ^2)
and b_i ~ N(0, sigma_u^2)
. Let X be the baseline categorical partitioning
variable of interest. StabCat()
performs the following omnibus test
H_0:theta_{(g)}=theta_0
vs. H_1: theta_{(g)} ^= theta_0
, for all g
where, theta_{(g)}
is the true value of theta
for subjects with X=C_g
where C_g
is the any value realized by X
.