2002
DOI: 10.1198/108571102726
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Adequacy of approximations to distributions of test statistics in complex mixed linear models

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Cited by 231 publications
(220 citation statements)
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“…Covariance-structure selection was based on REML information criteria (24). The denominator degrees of freedom for the tests of the fixed effects were computed by using the Kenward-Roger method (25). Nonsignificant fixed effects (here run number and its interaction with d value) were dropped from the final model statement.…”
Section: Methodsmentioning
confidence: 99%
“…Covariance-structure selection was based on REML information criteria (24). The denominator degrees of freedom for the tests of the fixed effects were computed by using the Kenward-Roger method (25). Nonsignificant fixed effects (here run number and its interaction with d value) were dropped from the final model statement.…”
Section: Methodsmentioning
confidence: 99%
“…Because weights change through time, the model also included week as a fixed effect to account for the change in weight across weeks within a growth period. Denominator degrees of freedom were determined using the Kenward-Roger approximation, which is similar to the Sattherthwaite method used in the univariate models, but is preferred for repeated measures designs (Kenward and Roger 1997;Schaalje et al 2001).…”
Section: Qtl Analysismentioning
confidence: 99%
“…In this case the statistical tests about the fixed effects of mixed linear models are generally not exact and their degrees of freedom must be determined by approximation. For some types of mixed models, the available methods for approximating degrees of freedom have been well examined (Schaalje et al 2002;Spuke et al 2004Spuke et al , 2005. For mixed models with spatial covariance structures, however, the use of the approximation methods has to be cleared.…”
Section: Smentioning
confidence: 99%
“…The Kenward-Roger method is put forward for both approximating degrees of freedom and correcting eventually underestimated standard errors, but it is not advisable to use it for complex covariance structures (Schaalje et al 2002;Spilke et al 2004). The present examination showed no problems for the invested spatial covariance structures.…”
Section: Comments and Conclusionmentioning
confidence: 99%