Likelihood ratio test for variance components in nonlinear mixed effects models - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2022

Likelihood ratio test for variance components in nonlinear mixed effects models

Résumé

Mixed effects models are widely used to describe heterogeneity in a population. A crucial issue when adjusting such a model to data consists in identifying fixed and random effects. From a statistical point of view, it remains to test the nullity of the variances of a given subset of random effects. Some authors have proposed to use the likelihood ratio test and have established its asymptotic distribution in some particular cases. Nevertheless, to the best of our knowledge, no general variance components testing procedure has been fully investigated yet. In this paper, we study the likelihood ratio test properties to test that the variances of a general subset of the random effects are equal to zero in both linear and nonlinear mixed effects model, extending the existing results. We prove that the asymptotic distribution of the test is a chi-bar-square distribution, that is to say a mixture of chi-square distributions, and we identify the corresponding weights. We highlight in particular that the limiting distribution depends on the presence of correlations between the random effects but not on the linear or nonlinear structure of the mixed effects model. We illustrate the finite sample size properties of the test procedure through simulation studies and apply the test procedure to two real datasets of dental growth and of coucal growth.

Dates et versions

hal-03813686 , version 1 (13-10-2022)

Identifiants

Citer

Charlotte Baey, Paul-Henry P.-H. Cournède, Estelle Kuhn. Likelihood ratio test for variance components in nonlinear mixed effects models. 2022. ⟨hal-03813686⟩
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