Marginal and Conditional Multiple Inference for Linear Mixed Model Predictors
From MaRDI portal
(Redirected from Publication:6185500)
Abstract: In spite of its high practical relevance, cluster specific multiple inference for linear mixed model predictors has hardly been addressed so far. While marginal inference for population parameters is well understood, conditional inference for the cluster specific predictors is more intricate. This work introduces a general framework for multiple inference in linear mixed models for cluster specific predictors. Consistent confidence sets for multiple inference are constructed under both, the marginal and the conditional law. Furthermore, it is shown that, remarkably, corresponding multiple marginal confidence sets are also asymptotically valid for conditional inference. Those lend themselves for testing linear hypotheses using standard quantiles without the need of re-sampling techniques. All findings are validated in simulations and illustrated along a study on Covid-19 mortality in US state prisons.
Recommendations
- scientific article; zbMATH DE number 3956237
- Conditional inference about generalized linear mixed models
- Marginalized Binary Mixed-Effects Models with Covariate-Dependent Random Effects and Likelihood Inference
- Modelling conditional covariance in the linear mixed model
- Linear mixed models with marginally symmetric nonparametric random effects
- Parameter estimation and inference in the linear mixed model
Cites work
- A matrix inequality and its statistical application
- Analysis of panel data
- Approximations for Standard Errors of Estimators of Fixed and Random Effect in Mixed Linear Models
- Best Predictive Small Area Estimation
- Bootstrap mean squared error of a small-area EBLUP
- Conditional Akaike information for mixed-effects models
- scientific article; zbMATH DE number 3856278 (Why is no real title available?)
- scientific article; zbMATH DE number 1471724 (Why is no real title available?)
- scientific article; zbMATH DE number 837912 (Why is no real title available?)
- Linear and generalized linear mixed models and their applications.
- Linear mixed models for longitudinal data
- Longitudinal data analysis using generalized linear models
- Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
- Mean squared error of empirical predictor.
- Mixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge)
- Mixed Models
- New important developments in small area estimation
- On an Asymptotic Theory of Conditional and Unconditional Coverage Probabilities of Empirical Bayes Confidence Intervals
- On generalized degrees of freedom with application in linear mixed models selection
- Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models
- Random-Effects Models for Longitudinal Data
- Simultaneous credible intervals for small area estimation problems
- Simultaneous Inference for Empirical Best Predictors With a Poverty Study in Small Areas
- Simultaneous inference for linear mixed model parameters with an application to small area estimation
- Small area estimation: the EBLUP estimator based on spatially correlated random area effects
- The Estimation of the Mean Squared Error of Small-Area Estimators
Cited in
(3)
This page was built for publication: Marginal and Conditional Multiple Inference for Linear Mixed Model Predictors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6185500)
