### Abstract

Original language | English |
---|---|

Journal | Scandinavian Journal of Statistics |

Volume | 33 |

Issue number | 4 |

Pages (from-to) | 721-731 |

Number of pages | 11 |

ISSN | 1467-9469 |

Publication status | Published - 2006 |

### Fingerprint

### Cite this

}

*Scandinavian Journal of Statistics*, vol. 33, no. 4, pp. 721-731.

**A simulation-based goodness-of-fit test for random effects in generalized linear mixed models.** / Waagepetersen, Rasmus.

Research output: Contribution to journal › Journal article › Research › peer-review

TY - JOUR

T1 - A simulation-based goodness-of-fit test for random effects in generalized linear mixed models

AU - Waagepetersen, Rasmus

PY - 2006

Y1 - 2006

N2 - The goodness-of-fit of the distribution of random effects in a generalized linear mixed model is assessed using a conditional simulation of the random effects conditional on the observations. Provided that the specified joint model for random effects and observations is correct, the marginal distribution of the simulated random effects coincides with the assumed random effects distribution. In practice, the specified model depends on some unknown parameter which is replaced by an estimate. We obtain a correction for this by deriving the asymptotic distribution of the empirical distribution function obtained from the conditional sample of the random effects. The approach is illustrated by simulation studies and data examples.

AB - The goodness-of-fit of the distribution of random effects in a generalized linear mixed model is assessed using a conditional simulation of the random effects conditional on the observations. Provided that the specified joint model for random effects and observations is correct, the marginal distribution of the simulated random effects coincides with the assumed random effects distribution. In practice, the specified model depends on some unknown parameter which is replaced by an estimate. We obtain a correction for this by deriving the asymptotic distribution of the empirical distribution function obtained from the conditional sample of the random effects. The approach is illustrated by simulation studies and data examples.

M3 - Journal article

VL - 33

SP - 721

EP - 731

JO - Scandinavian Journal of Statistics

JF - Scandinavian Journal of Statistics

SN - 1467-9469

IS - 4

ER -