Testing polynomial covariate effects in linear and generalized linear mixed models

DOI10.1214/08-SS036MaRDI QIDQ975571zbMATH OpenWikidataFDO

Authors Mingyan Huang, Daowen Zhang

Publication date 9 June 2010

Published in Statistics Surveys (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0802.1103

zbMATH Keywords

likelihood ratio testscore testrestricted maximum likelihood (REML)

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Generalized linear models (logistic models) (62J12)

Abstract: An important feature of linear mixed models and generalized linear mixed models is that the conditional mean of the response given the random effects, after transformed by a link function, is linearly related to the fixed covariate effects and random effects. Therefore, it is of practical importance to test the adequacy of this assumption, particularly the assumption of linear covariate effects. In this paper, we review procedures that can be used for testing polynomial covariate effects in these popular models. Specifically, four types of hypothesis testing approaches are reviewed, i.e. R tests, likelihood ratio tests, score tests and residual-based tests. Derivation and performance of each testing procedure will be discussed, including a small simulation study for comparing the likelihood ratio tests with the score tests.

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Cited in

(6)

• Monte Carlo test for polynomial covariates
• A test of separate hypotheses for comparing linear mixed models with non nested fixed effects
• The Polynomial Model in the Multivariate Analysis of Variance
• Goodness-of-fit test for Gaussian regression with block correlated errors
• scientific article; zbMATH DE number 5220013 (Why is no real title available?)
• Modeling Test Responses by Multivariable Polynomials of Higher Degrees

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