Random-intercept misspecification in generalized linear mixed models for binary responses

被引:3
作者
Yu, Shun [1 ]
Huang, Xianzheng [2 ]
机构
[1] Wells Fargo & Co, Charlotte, NC 28282 USA
[2] Univ South Carolina, Dept Stat, Columbia, SC 29208 USA
基金
美国国家科学基金会;
关键词
Bridge distribution; Cluster data; Grouped data; Skew normal; OF-FIT TESTS; MIXING-DISTRIBUTION; LOGISTIC-REGRESSION; LIKELIHOOD INFERENCE; MISSING DATA; MIXTURE; SLOPES;
D O I
10.1007/s10260-017-0376-0
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
We study properties of maximum likelihood estimators of parameters in generalized linear mixed models for a binary response in the presence of random-intercept model misspecification. Further exploiting the test proposed in an existing work initially designed for detecting general random-effects misspecification, we are able to reveal how the true random-intercept distribution deviates from the assumed. Besides this advance compared to the existing methods, we also provide theoretical insights on when and why the proposed test has low power to identify certain forms of misspecification. Large-sample numerical study and finite-sample simulation experiments are carried out to illustrate the theoretical findings.
引用
收藏
页码:333 / 359
页数:27
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