An adaptation of pseudo-score confidence interval method for linear mixed models


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AKDUR H. T. K. , ÖZONUR D. , BAYRAK H.

HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS, cilt.49, sa.2, ss.902-913, 2020 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 49 Konu: 2
  • Basım Tarihi: 2020
  • Doi Numarası: 10.15672/hujms.510261
  • Dergi Adı: HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS
  • Sayfa Sayıları: ss.902-913

Özet

We adapt a confidence interval method based on a generalized Chi-Square test for fixed effect parameters of linear mixed models. Under different correlation structure of a response variable of a linear mixed model, the performances of the adaptation method pseudo-score and some of the existing confidence interval methods are investigated by carrying out a Monte Carlo simulation study. The simulation study suggests that pseudo-score method provides better results for small to moderate sample size cases with dependent observations in terms of coverage probability rates and average expected lengths. A depression study is analyzed for demonstrating the adaptation method.