An R Package for Variance Components Testing ...
Type de document :
Compte-rendu et recension critique d'ouvrage
DOI :
Titre :
An R Package for Variance Components Testing in Linear and Nonlinear Mixed-Effects Models
Auteur(s) :
Baey, Charlotte [Auteur correspondant]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Kuhn, Estelle [Auteur]
Mathématiques et Informatique Appliquées du Génome à l'Environnement [Jouy-En-Josas] [MaIAGE]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Kuhn, Estelle [Auteur]
Mathématiques et Informatique Appliquées du Génome à l'Environnement [Jouy-En-Josas] [MaIAGE]
Titre de la revue :
Journal of Statistical Software
Éditeur :
University of California, Los Angeles
Date de publication :
2023
ISSN :
1548-7660
Mot(s)-clé(s) en anglais :
generalized mixed-effects models
nonlinear mixed-effects models
variance components
likelihood ratio test
random effects
R
nonlinear mixed-effects models
variance components
likelihood ratio test
random effects
R
Discipline(s) HAL :
Statistiques [stat]
Résumé en anglais : [en]
The issue of variance components testing arises naturally when building mixed-effects models, to decide which effects should be modeled as fixed or random or to build parsimonious models. While tests for fixed effects are ...
Lire la suite >The issue of variance components testing arises naturally when building mixed-effects models, to decide which effects should be modeled as fixed or random or to build parsimonious models. While tests for fixed effects are available in R for models fitted with lme4, tools are missing when it comes to random effects. The varTestnlme package for R aims at filling this gap. It allows to test whether a subset of the variances and covariances corresponding to a subset of the random effects, are equal to zero using asymptotic property of the likelihood ratio test statistic. It also offers the possibility to test simultaneously for fixed effects and variance components. It can be used for linear, generalized linear or nonlinear mixed-effects models fitted via lme4, nlme or saemix. Numerical methods used to implement the test procedure are detailed and examples based on different real datasets using different mixed models are provided. Theoretical properties of the used likelihood ratio test are recalled.Lire moins >
Lire la suite >The issue of variance components testing arises naturally when building mixed-effects models, to decide which effects should be modeled as fixed or random or to build parsimonious models. While tests for fixed effects are available in R for models fitted with lme4, tools are missing when it comes to random effects. The varTestnlme package for R aims at filling this gap. It allows to test whether a subset of the variances and covariances corresponding to a subset of the random effects, are equal to zero using asymptotic property of the likelihood ratio test statistic. It also offers the possibility to test simultaneously for fixed effects and variance components. It can be used for linear, generalized linear or nonlinear mixed-effects models fitted via lme4, nlme or saemix. Numerical methods used to implement the test procedure are detailed and examples based on different real datasets using different mixed models are provided. Theoretical properties of the used likelihood ratio test are recalled.Lire moins >
Langue :
Anglais
Vulgarisation :
Non
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