Longitudinal Data Analysis and Time Series Commons^™

A Diagnostic Test For The Mixing Distribution In A Generalised Linear Mixed Model, Eric J. Tchetgen, Brent A. Coull

Harvard University Biostatistics Working Paper Series

We introduce a diagnostic test for the mixing distribution in a generalised linear mixed model. The test is based on the difference between the marginal maximum likelihood and conditional maximum likelihood estimates of a subset of the fixed effects in the model. We derive the asymptotic variance of this difference, and propose a test statistic that has a limiting chi-square distribution under the null hypothesis that the mixing distribution is correctly specified. For the important special case of the logistic regression model with random intercepts, we evaluate via simulation the power of the test in finite samples under several alternative …