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A family of tests to detect misspecifications in the random-effects structure of generalized linear mixed models

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  • Alonso, A.
  • Litière, S.
  • Molenberghs, G.

Abstract

Estimation in generalized linear mixed models for non-Gaussian longitudinal data is often based on maximum likelihood theory, which assumes that the underlying probability model is correctly specified. It is known that the results obtained from these models are not always robust against misspecification of the random-effects structure. Therefore, diagnostic tools for the detection of this misspecification are of the utmost importance. Three diagnostic tests, based on the eigenvalues of the variance-covariance matrices for the fixed-effects parameters estimates, are proposed in the present work. The power and type I error rate of these tests are studied via simulations. A very acceptable performance was observed in many cases, especially for those misspecifications that can have a big impact on the maximum likelihood estimators.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:csdana:v:52:y:2008:i:9:p:4474-4486
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    1. 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.
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    6. Reza Drikvandi & Geert Verbeke & Geert Molenberghs, 2017. "Diagnosing misspecification of the random-effects distribution in mixed models," Biometrics, The International Biometric Society, vol. 73(1), pages 63-71, March.
    7. Pryseley, Assam & Tchonlafi, Clotaire & Verbeke, Geert & Molenberghs, Geert, 2011. "Estimating negative variance components from Gaussian and non-Gaussian data: A mixed models approach," Computational Statistics & Data Analysis, Elsevier, vol. 55(2), pages 1071-1085, February.
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