Testing polynomial covariate effects in linear and generalized linear mixed models

被引:2
|
作者
Huang, Mingyan [1 ]
Zhang, Daowen [1 ]
机构
[1] North Carolina State Univ, Dept Stat, Raleigh, NC 27695 USA
关键词
Likelihood Ratio Test; Restricted Maximum Likelihood (REML); Score Test;
D O I
10.1214/08-SS036
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
An important feature of linear mixed models and generalized linear mixed models is that the conditional mean of the response given the random effects, after transformed by a link function, is linearly related to the fixed covariate effects and random effects. Therefore, it is of practical importance to test the adequacy of this assumption, particularly the assumption of linear covariate effects. In this paper, we review procedures that can be used for testing polynomial covariate effects in these popular models. Specifically, four types of hypothesis testing approaches are reviewed, i.e. R tests, likelihood ratio tests, score tests and residual-based tests. Derivation and performance of each testing procedure will be discussed, including a small simulation study for comparing the likelihood ratio tests with the score tests.
引用
收藏
页码:154 / 169
页数:16
相关论文
共 50 条
  • [41] Instrumental variable approach to covariate measurement error in generalized linear models
    Abarin, Taraneh
    Wang, Liqun
    ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2012, 64 (03) : 475 - 493
  • [42] Instrumental variable approach to covariate measurement error in generalized linear models
    Taraneh Abarin
    Liqun Wang
    Annals of the Institute of Statistical Mathematics, 2012, 64 : 475 - 493
  • [43] Generalized linear models with covariate measurement error and unknown link function
    Johnson, Nels
    Kim, Inyoung
    JOURNAL OF APPLIED STATISTICS, 2017, 44 (05) : 833 - 852
  • [44] Modeling the random effects covariance matrix for generalized linear mixed models
    Lee, Keunbaik
    Lee, JungBok
    Hagan, Joseph
    Yoo, Jae Keun
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2012, 56 (06) : 1545 - 1551
  • [45] Maximum posterior estimation of random effects in generalized linear mixed models
    Jiang, JM
    Jia, HM
    Chen, HG
    STATISTICA SINICA, 2001, 11 (01) : 97 - 120
  • [46] HIERARCHICAL SELECTION OF FIXED AND RANDOM EFFECTS IN GENERALIZED LINEAR MIXED MODELS
    Hui, Francis K. C.
    Mueller, Samuel
    Welsh, A. H.
    STATISTICA SINICA, 2017, 27 (02) : 501 - 518
  • [47] Modeling Multiple Item Context Effects With Generalized Linear Mixed Models
    Rose, Norman
    Nagy, Gabriel
    Nagengast, Benjamin
    Frey, Andreas
    Becker, Michael
    FRONTIERS IN PSYCHOLOGY, 2019, 10
  • [48] APPROXIMATE INFERENCE IN GENERALIZED LINEAR MIXED MODELS
    BRESLOW, NE
    CLAYTON, DG
    JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1993, 88 (421) : 9 - 25
  • [49] Actuarial statistics with generalized linear mixed models
    Antonio, Katrien
    Beirlant, Jan
    INSURANCE MATHEMATICS & ECONOMICS, 2007, 40 (01): : 58 - 76
  • [50] FULL CREDIBILITY WITH GENERALIZED LINEAR AND MIXED MODELS
    Garrido, Jose
    Zhou, Jun
    ASTIN BULLETIN, 2009, 39 (01): : 61 - 80