Prediction of random effects in linear and generalized linear models under model misspecification.

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.

journal_name

Biometrics

journal_title

Biometrics

authors

McCulloch CE,Neuhaus JM

doi

10.1111/j.1541-0420.2010.01435.x

subject

Has Abstract

pub_date

2011-03-01 00:00:00

pages

270-9

issue

1

eissn

0006-341X

issn

1541-0420

pii

BIOM1435

journal_volume

67

pub_type

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