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

Year 2020, Volume: 49 Issue: 2, 902 - 913, 02.04.2020

Hatice Tul Kubra Akdur , Deniz Ozonur , Hulya Bayrak

https://doi.org/10.15672/hujms.510261

Abstract

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.

Keywords

linear mixed models , pseudo-score , profile likelihood

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