Second term improvement to generalized linear mixed model asymptotics

Luca Maestrini, Aishwarya Bhaskaran, Matt P. Wand

Research output: Contribution to journalArticlepeer-review

Abstract

A recent article by Jiang et al. (2022) on generalized linear mixed model asymptotics derived the rates of convergence for the asymptotic variances of maximum likelihood estimators. If m denotes the number of groups and n is the average within-group sample size then the asymptotic variances have orders m-1 and (mn) -1, depending on the parameter. We extend this theory to provide explicit forms of the (mn) -1 second terms of the asymptotically harder-to-estimate parameters. Improved accuracy of statistical inference and planning are consequences of our theory.

Original languageEnglish
Pages (from-to)1077-1084
Number of pages8
JournalBiometrika
Volume111
Issue number3
DOIs
Publication statusPublished - Sept 2024
Externally publishedYes

Keywords

  • Longitudinal data analysis
  • Maximum likelihood estimation
  • Sample size calculation

Cite this