Prediction of random effects in linear and generalized linear models under model misspecification.
Biometrics
; 67(1): 270-9, 2011 Mar.
Article
em En
| MEDLINE
| ID: mdl-20528860
ABSTRACT
Statistical models that include random effects are commonly used to analyze longitudinal and correlated data, often with the assumption that the random effects follow a Gaussian distribution. Via theoretical and numerical calculations and simulation, we investigate the impact of misspecification of this distribution on both how well the predicted values recover the true underlying distribution and the accuracy of prediction of the realized values of the random effects. We show that, although the predicted values can vary with the assumed distribution, the prediction accuracy, as measured by mean square error, is little affected for mild-to-moderate violations of the assumptions. Thus, standard approaches, readily available in statistical software, will often suffice. The results are illustrated using data from the Heart and Estrogen/Progestin Replacement Study using models to predict future blood pressure values.
Texto completo:
1
Coleções:
01-internacional
Base de dados:
MEDLINE
Assunto principal:
Algoritmos
/
Modelos Lineares
/
Interpretação Estatística de Dados
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Biometria
/
Artefatos
Tipo de estudo:
Clinical_trials
/
Prognostic_studies
/
Risk_factors_studies
Idioma:
En
Ano de publicação:
2011
Tipo de documento:
Article