Detecting random-effects model misspecification via coarsened data

被引:18
作者
Huang, Xianzheng [1 ]
机构
[1] Univ S Carolina, Dept Stat, Columbia, SC 29208 USA
基金
美国国家科学基金会;
关键词
Generalized linear mixed models; Kullback-Leibler divergence; Nonlinear mixed models; GOODNESS-OF-FIT; LINEAR MIXED MODELS; TESTS; CONSEQUENCES; GEE;
D O I
10.1016/j.csda.2010.06.012
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
Mixed effects models provide a suitable framework for statistical inference in a wide range of applications. The validity of likelihood inference for this class of models usually depends on the assumptions on random effects. We develop diagnostic tools for detecting random-effects model misspecification in a rich class of mixed effects models. These methods are illustrated via simulation and application to soybean growth data. (C) 2010 Elsevier B.V. All rights reserved.
引用
收藏
页码:703 / 714
页数:12
相关论文
共 36 条
[1]   Examples in which misspecification of a random effects distribution reduces efficiency, and possible remedies [J].
Agresti, A ;
Caffo, B ;
Ohman-Strickland, P .
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2004, 47 (03) :639-653
[2]  
[Anonymous], 2008, GEN LINEAR MIXED MOD
[3]  
[Anonymous], 1980, Multivariate Analysis
[4]   Goodness-of-fit tests for GEE modeling with binary responses [J].
Barnhart, HX ;
Williamson, JM .
BIOMETRICS, 1998, 54 (02) :720-729
[5]   Nonlinear models for repeated measurement data: An overview and update [J].
Davidian, M ;
Giltinan, DM .
JOURNAL OF AGRICULTURAL BIOLOGICAL AND ENVIRONMENTAL STATISTICS, 2003, 8 (04) :387-419
[6]  
DAVIDIAN M, 1993, BIOMETRIKA, V80, P475, DOI 10.1093/biomet/80.3.475
[7]  
Davidian M., 1995, NONLINEAR MODELS REP
[8]   A new method to explore the distribution of interindividual random effects in non-linear mixed effects models [J].
Fattinger, KE ;
Sheiner, LB ;
Verotta, D .
BIOMETRICS, 1995, 51 (04) :1236-1251
[9]   On measuring sensitivity to parametric model misspecification [J].
Gustafson, P .
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2001, 63 :81-94
[10]   Consequences of misspecifying assumptions in nonlinear mixed effects models [J].
Hartford, A ;
Davidian, M .
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2000, 34 (02) :139-164