کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
418023 681600 2008 13 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A family of tests to detect misspecifications in the random-effects structure of generalized linear mixed models
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
A family of tests to detect misspecifications in the random-effects structure of generalized linear mixed models
چکیده انگلیسی

Estimation in generalized linear mixed models for non-Gaussian longitudinal data is often based on maximum likelihood theory, which assumes that the underlying probability model is correctly specified. It is known that the results obtained from these models are not always robust against misspecification of the random-effects structure. Therefore, diagnostic tools for the detection of this misspecification are of the utmost importance. Three diagnostic tests, based on the eigenvalues of the variance-covariance matrices for the fixed-effects parameters estimates, are proposed in the present work. The power and type I error rate of these tests are studied via simulations. A very acceptable performance was observed in many cases, especially for those misspecifications that can have a big impact on the maximum likelihood estimators.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 52, Issue 9, 15 May 2008, Pages 4474–4486
نویسندگان
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