title: Avoiding bias in mixed model inference for fixed effects.
abstract: Analysis of a large longitudinal study of children motivated our work. The results illustrate how accurate inference for fixed effects in a general linear mixed model depends on the covariance model selected for the data. Simulation studies have revealed biased inference for the fixed effects with an underspecified covariance structure, at least in small samples. One underspecification common for longitudinal data assumes a simple random intercept and conditional independence of the within-subject errors (i.e., compound symmetry). We prove that the underspecification creates bias in both small and large samples, indicating that recruiting more participants will not alleviate inflation of the Type I error rate associated with fixed effect inference. Enumerations and simulations help quantify the bias and evaluate strategies for avoiding it. When practical, backwards selection of the covariance model, starting with an unstructured pattern, provides the best protection. Tutorial papers can guide the reader in minimizing the chances of falling into the often spurious software trap of nonconvergence. In some cases, the logic of the study design and the scientific context may support a structured pattern, such as an autoregressive structure. The sandwich estimator provides a valid alternative in sufficiently large samples. Authors reporting mixed-model analyses should note possible biases in fixed effects inference because of the following: (i) the covariance model selection process; (ii) the specific covariance model chosen; or (iii) the test approximation.
authors.affiliation: Department of Community Medicine, School of Medicine, West Virginia University, PO Box 9190, Morgantown, WV 26506-9190, USA. mgurka@hsc.wvu.edu
authors.forename: Matthew J
authors.initials: MJ
authors.lastname: Gurka
authors.forename: Lloyd J
authors.initials: LJ
authors.lastname: Edwards
authors.forename: Keith E
authors.initials: KE
authors.lastname: Muller
mesh_terms: D000293:Adolescent; D001249:Asthma / Q000523:psychology; D015982:Bias; D002657:Child Development; D002675:Child, Preschool; D003198:Computer Simulation; D006801:Humans; D007223:Infant; D016014:Linear Models; D008137:Longitudinal Studies