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Comparison of Denominator Degrees of Freedom Approximations for Linear Mixed Models in Small-Sample Simulations

abstract: Whilst linear mixed models offer a flexible approach to handle data with multiple sources of random variability, the related hypothesis testing for the fixed effects often encounters obstacles when the sample size is small and the underlying distribution for the test statistic is unknown. Consequently, five methods of denominator degrees of freedom approximations (residual, containment, between-within, Satterthwaite, Kenward-Roger) are developed to overcome this problem. This study aims to evaluate the performance of these five methods with a mixed model consisting of random intercept and random slope. Specifically, simulations are conducted to provide insights on the F-statistics, denominator degrees of freedom and p-values each method gives with respect to different settings of the sample structure, the fixed-effect slopes and the missing-data proportion. The simulation results show that the residual method performs the worst in terms of F-statistics and p-values. Also, Satterthwaite and Kenward-Roger methods tend to be more sensitive to the change of designs. The Kenward-Roger method performs the best in terms of F-statistics when the null hypothesis is true. / Dissertation/Thesis / Masters Thesis Statistics 2020

Identiferoai:union.ndltd.org:asu.edu/item:57230
Date January 2020
ContributorsHuang, Ping-Chieh (Author), Reiser, Mark (Advisor), Kao, Ming-Hung (Committee member), Wilson, Jeffrey (Committee member), Arizona State University (Publisher)
Source SetsArizona State University
LanguageEnglish
Detected LanguageEnglish
TypeMasters Thesis
Format68 pages
Rightshttp://rightsstatements.org/vocab/InC/1.0/

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