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Type I and Type II Error Under Random-Effects Misspecification in Generalized Linear Mixed Models

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  • Saskia Litière
  • Ariel Alonso
  • Geert Molenberghs

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  • Saskia Litière & Ariel Alonso & Geert Molenberghs, 2007. "Type I and Type II Error Under Random-Effects Misspecification in Generalized Linear Mixed Models," Biometrics, The International Biometric Society, vol. 63(4), pages 1038-1044, December.
    • Handle: RePEc:bla:biomet:v:63:y:2007:i:4:p:1038-1044
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    File URL: http://hdl.handle.net/10.1111/j.1541-0420.2007.00782.x
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    References listed on IDEAS

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    1. Murray Aitkin, 1999. "A General Maximum Likelihood Analysis of Variance Components in Generalized Linear Models," Biometrics, The International Biometric Society, vol. 55(1), pages 117-128, March.
    2. Verbeke, Geert & Lesaffre, Emmanuel, 1997. "The effect of misspecifying the random-effects distribution in linear mixed models for longitudinal data," Computational Statistics & Data Analysis, Elsevier, vol. 23(4), pages 541-556, February.
    3. Lloyd A. Mancl & Timothy A. DeRouen, 2001. "A Covariance Estimator for GEE with Improved Small‐Sample Properties," Biometrics, The International Biometric Society, vol. 57(1), pages 126-134, March.
    4. Ariel Alonso & Helena Geys & Geert Molenberghs & Michael G. Kenward & Tony Vangeneugden, 2004. "Validation of Surrogate Markers in Multiple Randomized Clinical Trials with Repeated Measurements: Canonical Correlation Approach," Biometrics, The International Biometric Society, vol. 60(4), pages 845-853, December.
    5. Agresti, Alan & Caffo, Brian & Ohman-Strickland, Pamela, 2004. "Examples in which misspecification of a random effects distribution reduces efficiency, and possible remedies," Computational Statistics & Data Analysis, Elsevier, vol. 47(3), pages 639-653, October.
    6. White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January.
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    Cited by:

    1. Kim, Jung Seek & Ratchford, Brian T., 2013. "A Bayesian multivariate probit for ordinal data with semiparametric random-effects," Computational Statistics & Data Analysis, Elsevier, vol. 64(C), pages 192-208.
    2. Huang, Xianzheng, 2011. "Detecting random-effects model misspecification via coarsened data," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 703-714, January.
    3. Alonso, A. & Litière, S. & Molenberghs, G., 2008. "A family of tests to detect misspecifications in the random-effects structure of generalized linear mixed models," Computational Statistics & Data Analysis, Elsevier, vol. 52(9), pages 4474-4486, May.
    4. Lin, Kuo-Chin & Chen, Yi-Ju, 2015. "Detecting misspecification in the random-effects structure of cumulative logit models," Computational Statistics & Data Analysis, Elsevier, vol. 92(C), pages 126-133.
    5. Baghishani, Hossein & Mohammadzadeh, Mohsen, 2012. "Asymptotic normality of posterior distributions for generalized linear mixed models," Journal of Multivariate Analysis, Elsevier, vol. 111(C), pages 66-77.
    6. Yu, Lei & Tyas, Suzanne L. & Snowdon, David A. & Kryscio, Richard J., 2009. "Effects of ignoring baseline on modeling transitions from intact cognition to dementia," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3334-3343, July.
    7. Pan, Lanfeng & Li, Yehua & He, Kevin & Li, Yanming & Li, Yi, 2020. "Generalized linear mixed models with Gaussian mixture random effects: Inference and application," Journal of Multivariate Analysis, Elsevier, vol. 175(C).

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