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
Biometricsjournal_title
Biometricsauthors
McCulloch CE,Neuhaus JMdoi
10.1111/j.1541-0420.2010.01435.xsubject
Has Abstractpub_date
2011-03-01 00:00:00pages
270-9issue
1eissn
0006-341Xissn
1541-0420pii
BIOM1435journal_volume
67pub_type
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