Premium
Streamlined variance calculations for semiparametric mixed models
Author(s) -
Smith Andrew D. A. C.,
Wand M. P.
Publication year - 2007
Publication title -
statistics in medicine
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.996
H-Index - 183
eISSN - 1097-0258
pISSN - 0277-6715
DOI - 10.1002/sim.2925
Subject(s) - variance (accounting) , semiparametric model , econometrics , statistics , semiparametric regression , standard error , mixed model , variance components , mathematics , computer science , regression analysis , estimator , economics , accounting
Semiparametric mixed model analysis benefits from variability estimates such as standard errors of effect estimates and variability bars to accompany curve estimates. We show how the underlying variance calculations can be done extremely efficiently compared with the direct naïve approach. These streamlined calculations are linear in the number of subjects, representing a two orders of magnitude improvement. Copyright © 2007 John Wiley & Sons, Ltd.