GOODNESS OF FIT TESTS FOR GENERALIZED LINEAR MIXED MODELS

dc.contributor.advisorSlud, Eric Ven_US
dc.contributor.advisorPfeiffer, Ruth Men_US
dc.contributor.authorTang, Minen_US
dc.contributor.departmentMathematical Statisticsen_US
dc.contributor.publisherDigital Repository at the University of Marylanden_US
dc.contributor.publisherUniversity of Maryland (College Park, Md.)en_US
dc.date.accessioned2010-10-07T05:53:42Z
dc.date.available2010-10-07T05:53:42Z
dc.date.issued2010en_US
dc.description.abstractGeneralized Linear mixed models (GLMMs) are widely used for regression analysis of data, continuous or discrete, that are assumed to be clustered or correlated. Assessing model fit is important for valid inference. We therefore propose a class of chi-squared goodness-of-fit tests for GLMMs. Our test statistic is a quadratic form in the differences between observed values and the values expected under the estimated model in cells defined by a partition of the covariate space. We show that this test statistic has an asymptotic chi-squared distribution. We study the power of the test through simulations for two special cases of GLMMs, linear mixed models (LMMs) and logistic mixed models. For LMMs, we further derive the analytical power of the test under contiguous local alternatives and compare it with simulated empirical power. Three examples are used to illustrate the proposed test.en_US
dc.identifier.urihttp://hdl.handle.net/1903/10868
dc.subject.pqcontrolledStatisticsen_US
dc.subject.pquncontrolledgeneralized linear mixed modelsen_US
dc.subject.pquncontrolledgoodness of fiten_US
dc.subject.pquncontrolledmaximum likelihooden_US
dc.titleGOODNESS OF FIT TESTS FOR GENERALIZED LINEAR MIXED MODELSen_US
dc.typeDissertationen_US

Files

Original bundle
Now showing 1 - 1 of 1
Loading...
Thumbnail Image
Name:
Tang_umd_0117E_11522.pdf
Size:
579.72 KB
Format:
Adobe Portable Document Format