A note on permutation tests for variance components in multilevel generalized linear mixed models.
In many applications of generalized linear mixed models to multilevel data, it is of interest to test whether a random effects variance component is zero. It is well known that the usual asymptotic chi-square distribution of the likelihood ratio and score statistics under the null does not necessarily hold. In this note we propose a permutation test, based on randomly permuting the indices associated with a given level of the model, that has the correct Type I error rate under the null. Results from a simulation study suggest that it is more powerful than tests based on mixtures of chi-square distributions. The proposed test is illustrated using data on the familial aggregation of sleep disturbance.
Fitzmaurice
Garrett M
GM
Harvard Medical School, Boston, MA, USA. fitzmaur@hsph.harvard.edu
Lipsitz
Stuart R
SR
Ibrahim
Joseph G
JG
D000465:Algorithms; D000704:Analysis of Variance; D001699:Biometry / Q000379:methods*; D016000:Cluster Analysis; D003198:Computer Simulation; D003627:Data Interpretation, Statistical; D016014:Linear Models; D015203:Reproducibility of Results; D012680:Sensitivity and Specificity