- Hacettepe Journal of Mathematics and Statistics
- Volume:49 Issue:2
- An adaptation of pseudo-score confidence interval method for linear mixed models
An adaptation of pseudo-score confidence interval method for linear mixed models
Authors : Hatice Tul Kubra AKDUR, Deniz OZONUR, Hulya BAYRAK
Pages : 902-913
Doi:10.15672/hujms.510261
View : 21 | Download : 7
Publication Date : 2020-04-02
Article Type : Research Paper
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