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Examples in which misspecification of a random effects distribution reduces efficiency, and possible remedies

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  • Agresti, Alan
  • Caffo, Brian
  • Ohman-Strickland, Pamela

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  • 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.
    • Handle: RePEc:eee:csdana:v:47:y:2004:i:3:p:639-653
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    1. Heckman, James & Singer, Burton, 1984. "A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data," Econometrica, Econometric Society, vol. 52(2), pages 271-320, March.
    2. 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.
    3. Houseman E.A. & Ryan L.M. & Coull B.A., 2004. "Cholesky Residuals for Assessing Normal Errors in a Linear Model With Correlated Outcomes," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 383-394, January.
    4. Hartzel, Jonathan & Liu, I-Ming & Agresti, Alan, 2001. "Describing heterogeneous effects in stratified ordinal contingency tables, with application to multi-center clinical trials," Computational Statistics & Data Analysis, Elsevier, vol. 35(4), pages 429-449, February.
    5. Gallant, A Ronald & Nychka, Douglas W, 1987. "Semi-nonparametric Maximum Likelihood Estimation," Econometrica, Econometric Society, vol. 55(2), pages 363-390, March.
    6. E. Andres Houseman & Louise Ryan & Brent Coull, 2004. "Cholesky Residuals for Assessing Normal Errors in a Linear Model with Correlated Outcomes: Technical Report," Harvard University Biostatistics Working Paper Series 1019, Berkeley Electronic Press.
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