Permutation Tests for Random Effects in Linear Mixed Models

Posted by rob on September 30, 2011 under Uncategorized | Comments are off for this article

Summary Inference regarding the inclusion or exclusion of random effects in linear mixed models is challenging because the variance components are located on the boundary of their parameter space under the usual null hypothesis. As a result, the asymptotic null distribution of the Wald, score, and likelihood ratio tests will not have the typical ?2 distribution. Although it has been proved that the correct asymptotic distribution is a mixture of ?2 distributions, the appropriate mixture distribution is rather cumbersome and nonintuitive when the null and alternative hypotheses differ by more than one random effect. As alternatives, we present two permutation tests, one that is based on the best linear unbiased predictors and one that is based on the restricted likelihood ratio test stati…
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