A diagnostic test for the mixing distribution in a generalised linear mixed model
成果类型：
Article
署名作者：
Tchetgen, Eric J.; Coull, Brent A.
署名单位：
Harvard University; Harvard T.H. Chan School of Public Health
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/93.4.1003
发表日期：
2006
页码：
10031010
关键词：
摘要：
We introduce a diagnostic test for the mixing distribution in a generalised linear mixed model. The test is based on the difference between the marginal maximum likelihood and conditional maximum likelihood estimators of a subset of the fixed effects in the model. We derive the asymptotic variance of this difference, and propose a test statistic that has a limiting chi-squared distribution under the null hypothesis that the mixing distribution is correctly specified. This strategy uses an idea presented by Hausman (1978), who considered analogous tests for the linear mixed model. An important advantage of the methods outlined here is that the resulting diagnostic test is easily implemented in commercial software. We illustrate the method by applying it to data from a clinical trial investigating the effect of hormonal contraceptives in women.