Testing polynomial covariate effects in linear and generalized linear mixed models.

IF 11 Q1 STATISTICS & PROBABILITY Statistics Surveys Pub Date : 2008-01-01 DOI:10.1214/08-ss036
Mingyan Huang, Daowen Zhang
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引用次数: 2

Abstract

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.

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检验多项式协变量效应在线性和广义线性混合模型。
线性混合模型和广义线性混合模型的一个重要特征是,给定随机效应的响应的条件均值经过链接函数变换后,与固定协变量效应和随机效应线性相关。因此,检验这一假设的充分性,特别是线性协变量效应假设的充分性具有重要的实际意义。在本文中,我们回顾了可用于测试这些流行模型中的多项式协变量效应的程序。具体来说,回顾了四种假设检验方法,即R检验、似然比检验、分数检验和残差检验。将讨论每个测试程序的推导和性能,包括比较似然比测试和分数测试的小型模拟研究。
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来源期刊
Statistics Surveys
Statistics Surveys STATISTICS & PROBABILITY-
CiteScore
11.70
自引率
0.00%
发文量
5
期刊介绍: Statistics Surveys publishes survey articles in theoretical, computational, and applied statistics. The style of articles may range from reviews of recent research to graduate textbook exposition. Articles may be broad or narrow in scope. The essential requirements are a well specified topic and target audience, together with clear exposition. Statistics Surveys is sponsored by the American Statistical Association, the Bernoulli Society, the Institute of Mathematical Statistics, and by the Statistical Society of Canada.
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