A Note on Permutation Tests for Variance Components in Multilevel Generalized Linear Mixed Models

DOI10.1111/j.1541-0420.2007.00775.xzbMath1146.62086OpenAlexW2084138880WikidataQ48473159 ScholiaQ48473159MaRDI QIDQ5434933

Joseph G. Ibrahim, Garrett M. Fitzmaurice, Stuart R. Lipsitz

Publication date: 14 January 2008

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1541-0420.2007.00775.x

zbMATH Keywords

likelihood ratio testscore testchi-square distribution

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12) Testing in survival analysis and censored data (62N03)

Related Items (15)

The Use of Permutation Tests for Variance Components in Linear Mixed Models ⋮ Hypothesis testing in unbalanced two-fold nested random models ⋮ Confidence regions near singular information and boundary points with applications to mixed models ⋮ Testing the absence of random effects in the nested-error regression model using orthogonal transformations ⋮ Inference in semi-parametric spline mixed models for longitudinal data ⋮ Testing variance components in balanced linear growth curve models ⋮ Covariance components selection in high-dimensional growth curve model with random coefficients ⋮ Permutation Tests for Random Effects in Linear Mixed Models ⋮ Bootstrap tests for variance components in generalized linear mixed models ⋮ Asymptotic distribution of likelihood ratio test statistics for variance components in nonlinear mixed effects models ⋮ Testing for the Presence of a Cure Fraction in Clustered Interval-Censored Survival Data ⋮ The effect of number of clusters and cluster size on statistical power and Type I error rates when testing random effects variance components in multilevel linear and logistic regression models ⋮ The permutation testing approach: a review ⋮ Testing random effects in linear mixed models: another look at the F‐test (with discussion) ⋮ A note on covariance decomposition in linear models with nested-error structure: new and alternative derivations of the \(F\)-test

Cites Work

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• Asymptotic properties of maximum likelihood estimates in the mixed model of the analysis of variance
• Likelihood ratio tests for goodness-of-fit of a nonlinear regression model
• The Use of Score Tests for Inference on Variance Components
• Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
• Variance component testing in generalised linear models with random effects
• A Test in the Presence of Nuisance Parameters
• Likelihood Ratio Tests in Linear Mixed Models with One Variance Component
• Tests for Variation Over Groups in Survival Data
• A Score Test Against One-Sided Alternatives
• Testing and Adjusting for Departures from Nominal Dispersion in Generalized Linear Models
• Variance Components Testing in the Longitudinal Mixed Effects Model

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