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Durham University

Research & business

Research lectures, seminars and events

The events listed in this area are research seminars, workshops and lectures hosted by Durham University departments and research institutes. If you are not a member of the University, but  wish to enquire about attending one of the events please contact the organiser or host department.


Statistics Seminars: Diagnostic tests for random effects in mixed models

Presented by Reza Drikvandi, Durham University
26 October 2020 13:00 in ZOOM

Mixed models are frequently used for the analysis of longitudinal, multilevel, clustered and other correlated data. They incorporate subject-specific random effects into the model to account for the unknown between-subject variability as well as the within-subject correlation. Since random effects are latent and unobservable variables, it is difficult to assess the random effects and their assumed distribution. There are two main challenges when working with random effects. The first challenge is to decide which random effects to include into the model. The second challenge is to check the appropriateness of the assumed distribution for random effects, which is a more difficult task. In this talk, we first introduce permutation and Bayesian tests for inclusion or exclusion of random effects from the model. We then present a likelihood-based diagnostic tool to check the adequacy of random-effects distribution. We establish asymptotic properties of the proposed methods. Our diagnostic tests can be used to assess random effects in a wide class of mixed models, including linear, generalised linear and non-linear mixed models, with univariate as well as multivariate random effects. Two real data applications will be presented.

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