Model Choice and Diagnostics for Linear Mixed-Effects Models Using Statistics on Street Corners

被引:24
作者
Loy, Adam [1 ]
Hofmann, Heike [2 ,3 ]
Cook, Dianne [4 ]
机构
[1] Carleton Coll, Dept Math & Stat, Northfield, MN 55057 USA
[2] Iowa State Univ, Dept Stat, Ames, IA USA
[3] Iowa State Univ, Stat Lab, Ames, IA USA
[4] Monash Univ, Dept Econometr & Business Stat, Clayton, Vic, Australia
基金
美国国家科学基金会;
关键词
Lineup protocol; Model diagnostics; Model selection; Statistical graphics; Visual inference; VARIANCE-COMPONENTS; INFERENCE; TESTS;
D O I
10.1080/10618600.2017.1330207
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The complexity of linear mixed-effects (LME) models means that traditional diagnostics are rendered less effective. This is due to a breakdown of asymptotic results, boundary issues, and visible patterns in residual plots that are introduced by the model fitting process. Some of these issues are well known and adjustments have been proposed. Working with LME models typically requires that the analyst keeps track of all the special circumstances that may arise. In this article, we illustrate a simpler but generally applicable approach to diagnosing LME models. We explain how to use new visual inference methods for these purposes. The approach provides a unified framework for diagnosing LME fits and for model selection. We illustrate the use of this approach on several commonly available datasets. A large-scale Amazon Turk study was used to validate the methods. R code is provided for the analyses. Supplementary materials for this article are available online.
引用
收藏
页码:478 / 492
页数:15
相关论文
共 39 条
[1]  
[Anonymous], 2005, MECH TURK
[2]  
[Anonymous], 2014, R. J Stat Softw, DOI DOI 10.18637/JSS.V056.I05
[3]  
[Anonymous], 2012, NULLABOR TOOLS GRAPH
[4]   Fitting Linear Mixed-Effects Models Using lme4 [J].
Bates, Douglas ;
Maechler, Martin ;
Bolker, Benjamin M. ;
Walker, Steven C. .
JOURNAL OF STATISTICAL SOFTWARE, 2015, 67 (01) :1-48
[5]   Statistical inference for exploratory data analysis and model diagnostics [J].
Buja, Andreas ;
Cook, Dianne ;
Hofmann, Heike ;
Lawrence, Michael ;
Lee, Eun-Kyung ;
Swayne, Deborah F. ;
Wickham, Hadley .
PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES, 2009, 367 (1906) :4361-4383
[6]  
Catellier DJ, 2000, STAT MED, V19, P1101, DOI 10.1002/(SICI)1097-0258(20000430)19:8<1101::AID-SIM415>3.0.CO
[7]  
2-H
[8]   GRAPHICAL PERCEPTION - THEORY, EXPERIMENTATION, AND APPLICATION TO THE DEVELOPMENT OF GRAPHICAL METHODS [J].
CLEVELAND, WS ;
MCGILL, R .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1984, 79 (387) :531-554
[9]  
Cook D.R., 1999, APPL REGRESSION INCL, DOI 10.1002/9780470316948
[10]   Evaluating Amazon's Mechanical Turk as a Tool for Experimental Behavioral Research [J].
Crump, Matthew J. C. ;
McDonnell, John V. ;
Gureckis, Todd M. .
PLOS ONE, 2013, 8 (03)