Goodness of Fit Tests for Linear Mixed Models

Linear mixed models (LMMs) are widely used for regression analysis of data that are assumed to be clustered or correlated. Assessing model fit is important for valid inference but to date no confirmatory tests are available to assess the adequacy of the fixed effects part of LMMs against general alt...

Ausführliche Beschreibung

Bibliographische Detailangaben
Veröffentlicht in:Journal of multivariate analysis. - 1998. - 130(2014) vom: 07. Sept., Seite 176-193
1. Verfasser: Tang, Min (VerfasserIn)
Weitere Verfasser: Slud, Eric V, Pfeiffer, Ruth M
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 2014
Zugriff auf das übergeordnete Werk:Journal of multivariate analysis
Schlagworte:Journal Article asymptotic efficiency information matrix maximum likelihood estimators method of moments model fit random effects
LEADER 01000caa a22002652 4500
001 NLM271878576
003 DE-627
005 20250221154623.0
007 cr uuu---uuuuu
008 231224s2014 xx |||||o 00| ||eng c
024 7 |a 10.1016/j.jmva.2014.03.012  |2 doi 
028 5 2 |a pubmed25n0906.xml 
035 |a (DE-627)NLM271878576 
035 |a (NLM)28503001 
040 |a DE-627  |b ger  |c DE-627  |e rakwb 
041 |a eng 
100 1 |a Tang, Min  |e verfasserin  |4 aut 
245 1 0 |a Goodness of Fit Tests for Linear Mixed Models 
264 1 |c 2014 
336 |a Text  |b txt  |2 rdacontent 
337 |a ƒaComputermedien  |b c  |2 rdamedia 
338 |a ƒa Online-Ressource  |b cr  |2 rdacarrier 
500 |a Date Revised 11.03.2022 
500 |a published: Print-Electronic 
500 |a Citation Status PubMed-not-MEDLINE 
520 |a Linear mixed models (LMMs) are widely used for regression analysis of data that are assumed to be clustered or correlated. Assessing model fit is important for valid inference but to date no confirmatory tests are available to assess the adequacy of the fixed effects part of LMMs against general alternatives. We therefore propose a class of goodness-of-fit tests for the mean structure of LMMs. Our test statistic is a quadratic form of the difference between observed values and the values expected under the estimated model in cells defined by a partition of the covariate space. We show that this test statistic has an asymptotic chi-squared distribution when model parameters are estimated by maximum likelihood or by least squares and method of moments, and study its power under local alternatives both analytically and in simulations. Data on repeated measurements of thyroglobulin from individuals exposed to the accident at the Chernobyl power plant in 1986 are used to illustrate the proposed test 
650 4 |a Journal Article 
650 4 |a asymptotic efficiency 
650 4 |a information matrix 
650 4 |a maximum likelihood estimators 
650 4 |a method of moments 
650 4 |a model fit 
650 4 |a random effects 
700 1 |a Slud, Eric V  |e verfasserin  |4 aut 
700 1 |a Pfeiffer, Ruth M  |e verfasserin  |4 aut 
773 0 8 |i Enthalten in  |t Journal of multivariate analysis  |d 1998  |g 130(2014) vom: 07. Sept., Seite 176-193  |w (DE-627)NLM098253794  |x 0047-259X  |7 nnns 
773 1 8 |g volume:130  |g year:2014  |g day:07  |g month:09  |g pages:176-193 
856 4 0 |u http://dx.doi.org/10.1016/j.jmva.2014.03.012  |3 Volltext 
912 |a GBV_USEFLAG_A 
912 |a SYSFLAG_A 
912 |a GBV_NLM 
912 |a GBV_ILN_350 
951 |a AR 
952 |d 130  |j 2014  |b 07  |c 09  |h 176-193