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Prediction of Random Effects in Linear and Generalized Linear Models under Model Misspecification

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  • Charles E. McCulloch
  • John M. Neuhaus

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  • Charles E. McCulloch & John M. Neuhaus, 2011. "Prediction of Random Effects in Linear and Generalized Linear Models under Model Misspecification," Biometrics, The International Biometric Society, vol. 67(1), pages 270-279, March.
    • Handle: RePEc:bla:biomet:v:67:y:2011:i:1:p:270-279
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    File URL: http://hdl.handle.net/10.1111/j.1541-0420.2010.01435.x
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    References listed on IDEAS

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    1. Peng Zhang & Peter X.-K. Song & Annie Qu & Tom Greene, 2008. "Efficient Estimation for Patient-Specific Rates of Disease Progression Using Nonnormal Linear Mixed Models," Biometrics, The International Biometric Society, vol. 64(1), pages 29-38, 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. Daowen Zhang & Marie Davidian, 2001. "Linear Mixed Models with Flexible Distributions of Random Effects for Longitudinal Data," Biometrics, The International Biometric Society, vol. 57(3), pages 795-802, September.
    4. 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.
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    Cited by:

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    2. Francis K. C. Hui & Samuel Müller & Alan H. Welsh, 2021. "Random Effects Misspecification Can Have Severe Consequences for Random Effects Inference in Linear Mixed Models," International Statistical Review, International Statistical Institute, vol. 89(1), pages 186-206, April.
    3. Changli Lu & Yuqin Sun & Yongge Tian, 2018. "Two competing linear random-effects models and their connections," Statistical Papers, Springer, vol. 59(3), pages 1101-1115, September.
    4. George Leckie & Robert French & Chris Charlton & William Browne, 2014. "Modeling Heterogeneous Variance–Covariance Components in Two-Level Models," Journal of Educational and Behavioral Statistics, , vol. 39(5), pages 307-332, October.
    5. Freddy Hernández & Viviana Giampaoli, 2018. "The Impact of Misspecified Random Effect Distribution in a Weibull Regression Mixed Model," Stats, MDPI, vol. 1(1), pages 1-29, May.
    6. Shun Yu & Xianzheng Huang, 2017. "Random-intercept misspecification in generalized linear mixed models for binary responses," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 26(3), pages 333-359, August.
    7. Anders Skrondal & Sophia Rabe-Hesketh, 2022. "The Role of Conditional Likelihoods in Latent Variable Modeling," Psychometrika, Springer;The Psychometric Society, vol. 87(3), pages 799-834, September.
    8. Philip S. Boonstra & Bhramar Mukherjee & Jeremy M. G. Taylor & Mef Nilbert & Victor Moreno & Stephen B. Gruber, 2011. "Bayesian Modeling for Genetic Anticipation in Presence of Mutational Heterogeneity: A Case Study in Lynch Syndrome," Biometrics, The International Biometric Society, vol. 67(4), pages 1627-1637, December.
    9. Suss, Joel & Treitel, Henry, 2019. "Predicting bank distress in the UK with machine learning," Bank of England working papers 831, Bank of England.
    10. Fatema Shafie Khorassani & Jeremy M. G. Taylor & Niko Kaciroti & Michael R. Elliott, 2023. "Incorporating Covariates into Measures of Surrogate Paradox Risk," Stats, MDPI, vol. 6(1), pages 1-23, February.
    11. Yihao Li & Danh V. Nguyen & Esra Kürüm & Connie M. Rhee & Yanjun Chen & Kamyar Kalantar‐Zadeh & Damla Şentürk, 2020. "A multilevel mixed effects varying coefficient model with multilevel predictors and random effects for modeling hospitalization risk in patients on dialysis," Biometrics, The International Biometric Society, vol. 76(3), pages 924-938, September.

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