Simple bootstrap for linear mixed effects under model misspecification

Katarzyna Reluga, Stefan Sperlich

Research output: Working paperPreprint

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Abstract

Linear mixed effects are considered excellent predictors of cluster-level parameters in various domains. However, previous work has shown that their performance can be seriously affected by departures from modelling assumptions. Since the latter are common in applied studies, there is a need for inferential methods which are to certain extent robust to misspecifications, but at the same time simple enough to be appealing for practitioners. We construct statistical tools for cluster-wise and simultaneous inference for mixed effects under model misspecification using straightforward semiparametric random effect bootstrap. In our theoretical analysis, we show that our methods are asymptotically consistent under general regularity conditions. In simulations our intervals were robust to severe departures from model assumptions and performed better than their competitors in terms of empirical coverage probability.
Original languageEnglish
Publication statusPublished - 25 Jul 2022

Bibliographical note

23 pages, 12 tables

Keywords

  • stat.ME
  • stat.CO
  • 62F03, 62F40, 62J05, 62J15
  • G.3

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