The transition model test for serial dependence in mixed-effects models for binary data

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Generalized linear mixed models for longitudinal data assume that responses at different occasions are conditionally independent, given the random effects and covariates. Although this assumption is pivotal for consistent estimation, violation due to serial dependence is hard to assess by model elaboration. We therefore propose a targeted diagnostic test for serial dependence, called the transition model test (TMT), that is straightforward and computationally efficient to implement in standard software. The TMT is shown to have larger power than general misspecification tests. We also propose the targeted root mean squared error of approximation (TRSMEA) as a measure of the population misfit due to serial dependence.

Original languageEnglish
JournalStatistical Methods in Medical Research
Volume26
Issue number4
Pages (from-to)1756-1773
Number of pages18
ISSN0962-2802
DOIs
Publication statusPublished - 1 Aug 2017

ID: 161062011