EconPapers    
Economics at your fingertips  
 

A test of separate hypotheses for comparing linear mixed models with non nested fixed effects

Ché L. Smith and Lloyd J. Edwards

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 11, 5487-5500

Abstract: As researchers increasingly rely on linear mixed models to characterize longitudinal data, there is a need for improved techniques for selecting among this class of models which requires specification of both fixed and random effects via a mean model and variance-covariance structure. The process is further complicated when fixed and/or random effects are non nested between models. This paper explores the development of a hypothesis test to compare non nested linear mixed models based on extensions of the work begun by Sir David Cox. We assess the robustness of this approach for comparing models containing correlated measures of body fat for predicting longitudinal cardiometabolic risk.

Date: 2017
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2015.1104352 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:46:y:2017:i:11:p:5487-5500

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2015.1104352

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

 
Page updated 2025-03-20
Handle: RePEc:taf:lstaxx:v:46:y:2017:i:11:p:5487-5500