Usable and precise asymptotics for generalized linear mixed model analysis and design

Jiming Jiang, Matt P. Wand*, Aishwarya Bhaskaran

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

9 Citations (Scopus)

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 languageEnglish
Pages (from-to)55-82
Number of pages28
JournalJournal of the Royal Statistical Society. Series B: Statistical Methodology
Volume84
Issue number1
DOIs
Publication statusPublished - Feb 2022
Externally publishedYes

Keywords

  • D-optimality
  • longitudinal data analysis
  • maximum likelihood estimation
  • studentization

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