Abstract
We derive precise asymptotic results that are directly usable for confidence intervals and Wald hypothesis tests for likelihood-based generalized linear mixed model analysis. The essence of our approach is to derive the exact leading term behaviour of the Fisher information matrix when both the number of groups and number of observations within each group diverge. This leads to asymptotic normality results with simple studentizable forms. Similar analyses result in tractable leading term forms for the determination of approximate locally D-optimal designs.
Original language | English |
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Pages (from-to) | 55-82 |
Number of pages | 28 |
Journal | Journal of the Royal Statistical Society. Series B: Statistical Methodology |
Volume | 84 |
Issue number | 1 |
DOIs | |
Publication status | Published - Feb 2022 |
Externally published | Yes |
Keywords
- D-optimality
- longitudinal data analysis
- maximum likelihood estimation
- studentization