Misspecification of the covariance structure in generalized linear mixed models. 2016

M Chavance, and S Escolano
INSERM, CESP, Centre de recherche en Épidémiologie et Santé des Populations, Villejuif, France michel.chavance@inserm.fr.

When fitting marginal models to correlated outcomes, the so-called sandwich variance is commonly used. However, this is not the case when fitting mixed models. Using two data sets, we illustrate the problems that can be encountered. We show that the differences or the ratios between the naive and sandwich standard deviations of the fixed effects estimators provide convenient means of assessing the fit of the model, as both are consistent when the covariance structure is correctly specified, but only the latter is when that structure is misspecified. When the number of statistical units is not too small, the sandwich formula correctly estimates the variance of the fixed effects estimator even if the random effects are misspecified, and it can be used in a diagnostic tool for assessing the misspecification of the random effects. A simple comparison with the naive variance is sufficient and we propose considering a ratio of the naive and sandwich standard deviation out of the [3/4; 4/3] interval as signaling a risk of erroneous inference due to a model misspecification. We strongly advocate broader use of the sandwich variance for statistical inference about the fixed effects in mixed models.

UI MeSH Term Description Entries
D001926 Brain Death A state of prolonged irreversible cessation of all brain activity, including lower brain stem function with the complete absence of voluntary movements, responses to stimuli, brain stem reflexes, and spontaneous respirations. Reversible conditions which mimic this clinical state (e.g., sedative overdose, hypothermia, etc.) are excluded prior to making the determination of brain death. (From Adams et al., Principles of Neurology, 6th ed, pp348-9) Brain Dead,Coma Depasse,Irreversible Coma,Brain Deads,Coma, Irreversible,Death, Brain
D003270 Contraceptive Agents Chemical substances that prevent or reduce the probability of CONCEPTION. Contraceptive,Contraceptive Effect,Contraceptive Effects,Contraceptives,Agents, Contraceptive,Effect, Contraceptive,Effects, Contraceptive
D005260 Female Females
D005298 Fertility The capacity to conceive or to induce conception. It may refer to either the male or female. Fecundity,Below Replacement Fertility,Differential Fertility,Fecundability,Fertility Determinants,Fertility Incentives,Fertility Preferences,Fertility, Below Replacement,Marital Fertility,Natural Fertility,Subfecundity,World Fertility Survey,Determinant, Fertility,Determinants, Fertility,Fertility Determinant,Fertility Incentive,Fertility Preference,Fertility Survey, World,Fertility Surveys, World,Fertility, Differential,Fertility, Marital,Fertility, Natural,Preference, Fertility,Preferences, Fertility,Survey, World Fertility,Surveys, World Fertility,World Fertility Surveys
D006801 Humans Members of the species Homo sapiens. Homo sapiens,Man (Taxonomy),Human,Man, Modern,Modern Man
D001459 Bangladesh A country in Southern Asia, bordering the Bay of Bengal, between Burma and India. The capital is Dhaka.
D016014 Linear Models Statistical models in which the value of a parameter for a given value of a factor is assumed to be equal to a + bx, where a and b are constants. The models predict a linear regression. Linear Regression,Log-Linear Models,Models, Linear,Linear Model,Linear Regressions,Log Linear Models,Log-Linear Model,Model, Linear,Model, Log-Linear,Models, Log-Linear,Regression, Linear,Regressions, Linear

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