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Permutation and Bayesian tests for testing random effects in linear mixed‐effects models
Author(s) -
Rao Kaidi,
Drikvandi Reza,
Saville Benjamin
Publication year - 2019
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.8350
Subject(s) - random effects model , permutation (music) , random permutation , test statistic , random testing , mathematics , generalized linear mixed model , bayesian probability , statistical hypothesis testing , score test , bayes factor , bayes' theorem , computer science , statistics , likelihood ratio test , regression analysis , test case , medicine , meta analysis , physics , acoustics , block (permutation group theory) , geometry
In many applications of linear mixed‐effects models to longitudinal and multilevel data especially from medical studies, it is of interest to test for the need of random effects in the model. It is known that classical tests such as the likelihood ratio, Wald, and score tests are not suitable for testing random effects because they suffer from testing on the boundary of the parameter space. Instead, permutation and bootstrap tests as well as Bayesian tests, which do not rely on the asymptotic distributions, avoid issues with the boundary of the parameter space. In this paper, we first develop a permutation test based on the likelihood ratio test statistic, which can be easily used for testing multiple random effects and any subset of them in linear mixed‐effects models. The proposed permutation test would be an extension to two existing permutation tests. We then aim to compare permutation tests and Bayesian tests for random effects to find out which test is more powerful under which situation. Nothing is known about this in the literature, although this is an important practical problem due to the usefulness of both methods in tackling the challenges with testing random effects. For this, we consider a Bayesian test developed using Bayes factors, where we also propose a new alternative computation for this Bayesian test to avoid some computational issue it encounters in testing multiple random effects. Extensive simulations and a real data analysis are used for evaluation of the proposed permutation test and its comparison with the Bayesian test. We find that both tests perform well, albeit the permutation test with the likelihood ratio statistic tends to provide a relatively higher power when testing multiple random effects.