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We consider a multivariate random effects model for clustered binary data that is useful when interest focuses on the association structure among clustered observations. Based on a vector of gamma random effects and a complementary log-log link function, the model yields a likelihood that has...
Persistent link: https://www.econbiz.de/10005569405
We introduce a diagnostic test for the mixing distribution in a generalised linear mixed model. The test is based on the difference between the marginal maximum likelihood and conditional maximum likelihood estimators of a subset of the fixed effects in the model. We derive the asymptotic...
Persistent link: https://www.econbiz.de/10005559301
In this paper we present an easy-to-implement graphical distribution diagnostic for linear models with correlated errors. Houseman et al. (2004) constructed quantile--quantile plots for the marginal residuals of such models, suitably transformed. We extend the pointwise asymptotic theory to...
Persistent link: https://www.econbiz.de/10005447007