Abstract
Mixed models in R (www.r-project.org) are currently usually handled with the lme4 package.
Until recently, inference (hypothesis test) in linear mixed models with lme4 was commonly based on the limiting χ2 distribution of the likelihood ratio statistic. The pbkrtest package provides two alternatives: 1) A Kenward-Roger approximation for calculating (or estimating) the numerator degrees of freedom for an ”F-like” test statistic. 2) p-values based on simulating the reference
distribution of the likelihood ratio statistic via parametric bootstrap. A recent addition to the package is a Satterthwaite approximation of the degrees of freedom. We will illustrate the package through various examples, and discuss some directions for further developments.
References
[1] Halekoh, U., Højsgaard, S. (2014). A Kenward-Roger Approximation and Parametric Bootstrap
Methods for Tests in Linear Mixed Models The R Package pbkrtest. Journal of Statistical
Software 59, 1–32.
36
Until recently, inference (hypothesis test) in linear mixed models with lme4 was commonly based on the limiting χ2 distribution of the likelihood ratio statistic. The pbkrtest package provides two alternatives: 1) A Kenward-Roger approximation for calculating (or estimating) the numerator degrees of freedom for an ”F-like” test statistic. 2) p-values based on simulating the reference
distribution of the likelihood ratio statistic via parametric bootstrap. A recent addition to the package is a Satterthwaite approximation of the degrees of freedom. We will illustrate the package through various examples, and discuss some directions for further developments.
References
[1] Halekoh, U., Højsgaard, S. (2014). A Kenward-Roger Approximation and Parametric Bootstrap
Methods for Tests in Linear Mixed Models The R Package pbkrtest. Journal of Statistical
Software 59, 1–32.
36
Originalsprog | Engelsk |
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Publikationsdato | 2018 |
Antal sider | 1 |
Status | Udgivet - 2018 |
Begivenhed | 27th Nordic Conference in Mathematical Statistics - Dorpat Convention Centre, Tartu, Estland Varighed: 26 jun. 2018 → 29 aug. 2018 Konferencens nummer: 27 http://nordstat2018.ut.ee/ |
Konference
Konference | 27th Nordic Conference in Mathematical Statistics |
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Nummer | 27 |
Lokation | Dorpat Convention Centre |
Land/Område | Estland |
By | Tartu |
Periode | 26/06/2018 → 29/08/2018 |
Internetadresse |
Emneord
- Kenward-Roger approximation
- parametric bootstrap
- Satterthwaite approximation