A Kenward-Roger Approximation and Parametric Bootstrap Methods for Tests in Linear Mixed Models The R Package pbkrtest

Ulrich Halekoh and Søren Højsgaard

Journal of Statistical Software, 2014, vol. 059, issue i09

Abstract: When testing for reduction of the mean value structure in linear mixed models, it is common to use an asymptotic χ2 test. Such tests can, however, be very poor for small and moderate sample sizes. The pbkrtest package implements two alternatives to such approximate χ2 tests: The package implements (1) a Kenward-Roger approximation for performing F tests for reduction of the mean structure and (2) parametric bootstrap methods for achieving the same goal. The implementation is focused on linear mixed models with independent residual errors. In addition to describing the methods and aspects of their implementation, the paper also contains several examples and a comparison of the various methods.

Date: 2014-09-12
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Citations: View citations in EconPapers (18)

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Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:059:i09

DOI: 10.18637/jss.v059.i09

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