Generalized fiducial inference for normal linear mixed models
From MaRDI portal
Abstract: While linear mixed modeling methods are foundational concepts introduced in any statistical education, adequate general methods for interval estimation involving models with more than a few variance components are lacking, especially in the unbalanced setting. Generalized fiducial inference provides a possible framework that accommodates this absence of methodology. Under the fabric of generalized fiducial inference along with sequential Monte Carlo methods, we present an approach for interval estimation for both balanced and unbalanced Gaussian linear mixed models. We compare the proposed method to classical and Bayesian results in the literature in a simulation study of two-fold nested models and two-factor crossed designs with an interaction term. The proposed method is found to be competitive or better when evaluated based on frequentist criteria of empirical coverage and average length of confidence intervals for small sample sizes. A MATLAB implementation of the proposed algorithm is available from the authors.
Recommendations
- Generalized inference on the variance components in general linear mixed models
- Fiducial Intervals for Variance Components in an Unbalanced Two-Component Normal Mixed Linear Model
- Fiducial generalized \(p\)-values for testing zero-variance components in linear mixed-effects models
- Least squares generalized inferences in unbalanced two-component normal mixed linear model
- Linear and generalized linear mixed models and their applications.
Cites work
- scientific article; zbMATH DE number 1666093 (Why is no real title available?)
- scientific article; zbMATH DE number 3140082 (Why is no real title available?)
- scientific article; zbMATH DE number 46578 (Why is no real title available?)
- scientific article; zbMATH DE number 54137 (Why is no real title available?)
- scientific article; zbMATH DE number 946661 (Why is no real title available?)
- scientific article; zbMATH DE number 1911984 (Why is no real title available?)
- scientific article; zbMATH DE number 837912 (Why is no real title available?)
- scientific article; zbMATH DE number 5586074 (Why is no real title available?)
- scientific article; zbMATH DE number 3263743 (Why is no real title available?)
- A fiducial approach to multiple comparisons
- A sequential particle filter method for static models
- Assessing the performance of normal-based and REML-based confidence intervals for the intraclass correlation coefficient
- Asymptotic methods in statistical decision theory
- Blind Deconvolution via Sequential Imputations
- Central limit theorem for sequential Monte Carlo methods and its application to Bayesian inference
- Confidence Distributions and a Unifying Framework for Meta-Analysis
- Confidence Intervals on Variance Components in Three-Factor Cross-Classification Models
- Confidence and Likelihood*
- Convergence rates of posterior distributions.
- Exact Confidence Intervals for a Variance Ratio (or Heritability) in a Mixed Linear Model
- Fiducial Generalized Confidence Intervals
- Fiducial Intervals for Variance Components in an Unbalanced Two-Component Normal Mixed Linear Model
- Generalized Confidence Intervals
- Generalized Linear Models with Random Effects
- Generalized fiducial inference for normal linear mixed models
- Generalized fiducial inference for wavelet regression
- Limit theorems for weighted samples with applications to sequential Monte Carlo methods
- Linear and generalized linear mixed models and their applications.
- Maximum-likelihood estimation for the mixed analysis of variance model
- Measures of Imbalance for Unbalanced Models
- Nonconjugate Bayesian Analysis of Variance Component Models
- On Fiducial Inference
- On inconsistent Bayes estimates of location
- On the consistency of Bayes estimates
- Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
- R. A. Fisher and the fiducial argument
- Random-Effects Models for Longitudinal Data
- Sequential Imputations and Bayesian Missing Data Problems
- Sequential Monte Carlo Methods for Dynamic Systems
- Sequential Monte Carlo Methods in Practice
- Sequential Monte Carlo Samplers
- Structural probability and a generalization
- The concepts of inverse probability and fiducial probability referring to unknown parameters
- The fiducial method and invariance
- Variance Components Analysis: A Selective Literature Survey
Cited in
(19)- An Invitation to Sequential Monte Carlo Samplers
- A reference population-based conformance proportion
- A fiducial-based approach to the one-way ANOVA in the presence of nonnormality and heterogeneous error variances
- A note on Dempster-Shafer recombination of confidence distributions
- Generalized fiducial inference for normal linear mixed models
- Confidence is epistemic probability for empirical science
- Conditional fiducial models
- Exact distributions of statistics for making inferences on mixed models under the default covariance structure
- Generalized fiducial inference
- Computational issues of generalized fiducial inference
- Covariance estimation via fiducial inference
- Uncertainty Quantification for High-Dimensional Sparse Nonparametric Additive Models
- Generalized fiducial inference for logistic graded response models
- Generalized fiducial inference for binary logistic item response models
- Discussion of ``On the Birnbaum argument for the strong likelihood principle
- gfilmm
- Exact prior-free probabilistic inference on the heritability coefficient in a linear mixed model
- Interval estimation for the mean of lognormal data with excess zeros
- Fiducial estimation of parameters in normal statistical models
This page was built for publication: Generalized fiducial inference for normal linear mixed models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q102130)
