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Goodness of fit tests for linear mixed models

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  • Tang, Min
  • Slud, Eric V.
  • Pfeiffer, Ruth M.

Abstract

Linear mixed models (LMMs) are widely used for regression analysis of data that are assumed to be clustered or correlated. Assessing model fit is important for valid inference but to date no confirmatory tests are available to assess the adequacy of the fixed effects part of LMMs against general alternatives. We therefore propose a class of goodness-of-fit tests for the mean structure of LMMs. Our test statistic is a quadratic form of the difference between observed values and the values expected under the estimated model in cells defined by a partition of the covariate space. We show that this test statistic has an asymptotic chi-squared distribution when model parameters are estimated by maximum likelihood or by least squares and method of moments, and study its power under local alternatives both analytically and in simulations. Data on repeated measurements of thyroglobulin from individuals exposed to the accident at the Chernobyl power plant in 1986 are used to illustrate the proposed test.

Suggested Citation

  • Tang, Min & Slud, Eric V. & Pfeiffer, Ruth M., 2014. "Goodness of fit tests for linear mixed models," Journal of Multivariate Analysis, Elsevier, vol. 130(C), pages 176-193.
    • Handle: RePEc:eee:jmvana:v:130:y:2014:i:c:p:176-193
    DOI: 10.1016/j.jmva.2014.03.012
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