Diagnosing misspecification of the random-effects distribution in mixed models

Drikvandi, Reza; Verbeke, Geert; Molenberghs, Geert

doi:10.1111/biom.12551

Diagnosing misspecification of the random-effects distribution in mixed models

Drikvandi, Reza; Verbeke, Geert; Molenberghs, Geert

Authors

Dr Reza Drikvandi reza.drikvandi@durham.ac.uk
Associate Professor

Geert Verbeke

Geert Molenberghs

Abstract

It is traditionally assumed that the random effects in mixed models follow a multivariate normal distribution, making likelihood‐based inferences more feasible theoretically and computationally. However, this assumption does not necessarily hold in practice which may lead to biased and unreliable results. We introduce a novel diagnostic test based on the so‐called gradient function proposed by Verbeke and Molenberghs (2013) to assess the random‐effects distribution. We establish asymptotic properties of our test and show that, under a correctly specified model, the proposed test statistic converges to a weighted sum of independent chi‐squared random variables each with one degree of freedom. The weights, which are eigenvalues of a square matrix, can be easily calculated. We also develop a parametric bootstrap algorithm for small samples. Our strategy can be used to check the adequacy of any distribution for random effects in a wide class of mixed models, including linear mixed models, generalized linear mixed models, and non‐linear mixed models, with univariate as well as multivariate random effects. Both asymptotic and bootstrap proposals are evaluated via simulations and a real data analysis of a randomized multicenter study on toenail dermatophyte onychomycosis.

Citation

Drikvandi, R., Verbeke, G., & Molenberghs, G. (2017). Diagnosing misspecification of the random-effects distribution in mixed models. Biometrics, 73(1), 63-71. https://doi.org/10.1111/biom.12551

Journal Article Type	Article
Acceptance Date	May 1, 2016
Online Publication Date	Jul 5, 2016
Publication Date	2017-03
Deposit Date	Oct 6, 2020
Publicly Available Date	Nov 2, 2020
Journal	Biometrics
Print ISSN	0006-341X
Publisher	Wiley
Peer Reviewed	Peer Reviewed
Volume	73
Issue	1
Article Number	63-71
Pages	63-71
DOI	https://doi.org/10.1111/biom.12551

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Copyright Statement
This is the peer reviewed version of the following article: Drikvandi, Reza, Verbeke, Geert & Molenberghs, Geert (2017). Diagnosing misspecification of the random-effects distribution in mixed models. Biometrics 73(1): 63-71, 63-71 which has been published in final form at https://doi.org/10.1111/biom.12551. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Use of Self-Archived Versions.