Impact of incorrect assumptions on the covariance structure of random effects and/or residuals in nonlinear mixed models for repeated measures data


Autoria(s): El Halimi, Rachid; Ocaña i Rebull, Jordi
Contribuinte(s)

Universitat de Barcelona

Data(s)

04/05/2010

Resumo

In this paper we analyse, using Monte Carlo simulation, the possible consequences of incorrect assumptions on the true structure of the random effects covariance matrix and the true correlation pattern of residuals, over the performance of an estimation method for nonlinear mixed models. The procedure under study is the well known linearization method due to Lindstrom and Bates (1990), implemented in the nlme library of S-Plus and R. Its performance is studied in terms of bias, mean square error (MSE), and true coverage of the associated asymptotic confidence intervals. Ignoring other criteria like the convenience of avoiding over parameterised models, it seems worst to erroneously assume some structure than do not assume any structure when this would be adequate.

Identificador

http://hdl.handle.net/2445/11510

Idioma(s)

eng

Direitos

cc-by-nc-nd, (c) El Halimi et al., 2004

info:eu-repo/semantics/openAccess

<a href="http://creativecommons.org/licenses/by-nc-nd/2.5/es/">http://creativecommons.org/licenses/by-nc-nd/2.5/es/</a>

Palavras-Chave #Estadística #Mètodes de simulació #Mètode de Montecarlo #Statistics #Simulation methods #Monte Carlo method
Tipo

info:eu-repo/semantics/workingPaper