Confidence, prediction, and tolerance in linear mixed models.

ABSTRACT: The literature about Prediction Interval (PI) and Tolerance Interval (TI) in linear mixed models is usually developed for specific designs, which is a main limitation to their use. This paper proposes to reformulate the two-sided PI to be generalizable under a wide variety of designs (one random factor, nested and crossed designs for multiple random factors, and balanced or unbalanced designs). This new methodology is based on the Hessian matrix, namely, the inverse of (observed) Fisher Information matrix, and is built with a cell mean model. The degrees of freedom for the total variance are calculated with the generalized Satterthwaite method and compared to the Kenward-Roger's degrees of freedom for fixed effects. Construction of two-sided TIs are also detailed with one random factor, an

SUBMITTER: Francq BG 

PROVIDER: S-EPMC6916346 | biostudies-literature | 2019 Dec

REPOSITORIES: biostudies-literature