Linear transformations of linear mixed-effects models

被引:94
作者
Morrell, CH [1 ]
Pearson, JD [1 ]
Brant, LJ [1 ]
机构
[1] NIA,GERONTOL RES CTR,BALTIMORE,MD 21224
关键词
hierarchical linear models; hierarchical ordering; random coefficient models; variable selection; well-formulated models;
D O I
10.2307/2685902
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
A number of articles have discussed the way lower order polynomial and interaction terms should be handled in linear regression models. Only if all lower order terms are included in the model will the regression model be invariant with respect to coding transformations of the variables. If lower order terms are omitted, the regression model will not be well formulated. In this paper, we extend this work to examine the implications of the ordering of variables in the linear mixed-effects model. We demonstrate how linear transformations of the variables affect the model and tests of significance of fixed effects in the model. We show how the transformations modify the random effects in the model, as well as their covariance matrix and the value of the restricted log-likelihood. We suggest a variable selection strategy for the linear mixed-effects model.
引用
收藏
页码:338 / 343
页数:6
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