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

Creative Commons License

AKDUR H. T. K., ÖZONUR D., BAYRAK H.

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

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 49 Sayı: 2
  • Basım Tarihi: 2020
  • Doi Numarası: 10.15672/hujms.510261
  • Dergi Adı: HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus, zbMATH, TR DİZİN (ULAKBİM)
  • Sayfa Sayıları: ss.902-913
  • Gazi Üniversitesi Adresli: Evet

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.