Prediction of Random Effects in Linear and Generalized Linear Models under Model Misspecification
Prediction of Random Effects in Linear and Generalized Linear Models under Model Misspecification
Summary Statistical models that include random effects are commonly used to analyze longitudinal and correlated data, often with the assumption that the random effects follow a Gaussian distribution. Via theoretical and numerical calculations and simulation, we investigate the impact of misspecification of this distribution on both how well the predicted …