Small-sample inference for linear mixed-effects models

Xiao Yang ()
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Xiao Yang: StataCorp LP

2015 Stata Conference from Stata Users Group

Abstract: Researchers are often interested in making inferences about fixed effects in a linear mixed-effects model. For a large sample, the null sampling distributions of the test statistics can be approximated by a normal distribution for a one-hypothesis test and a chi-squared distribution for a multiple-hypotheses test. For a small sample, these large-sample approximations may not be appropriate, and t and F distributions may provide better approximations. In this presentation, I will describe five denominator-degrees-of-freedom (DDF) methods available with mixed in Stata 14, including the Satterthwaite and Kenward–Roger methods, and I will demonstrate examples of when and how to use these methods.

Date: 2015-08-02
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:scon15:25

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