Misspecifying the shape of a random effects distribution: why getting it wrong may not matter
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Publication:449846
DOI10.1214/11-STS361zbMATH Open1246.62169arXiv1201.1980OpenAlexW3100196413MaRDI QIDQ449846FDOQ449846
John M. Neuhaus, Charles E. McCulloch
Publication date: 1 September 2012
Published in: Statistical Science (Search for Journal in Brave)
Abstract: Statistical models that include random effects are commonly used to analyze longitudinal and correlated data, often with strong and parametric assumptions about the random effects distribution. There is marked disagreement in the literature as to whether such parametric assumptions are important or innocuous. In the context of generalized linear mixed models used to analyze clustered or longitudinal data, we examine the impact of random effects distribution misspecification on a variety of inferences, including prediction, inference about covariate effects, prediction of random effects and estimation of random effects variances. We describe examples, theoretical calculations and simulations to elucidate situations in which the specification is and is not important. A key conclusion is the large degree of robustness of maximum likelihood for a wide variety of commonly encountered situations.
Full work available at URL: https://arxiv.org/abs/1201.1980
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