• Communications for Statistical Applications and Methods
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• v.10 no.1
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• pp.125-134
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• 2003

Standard estimation methods for linear mixed models are sensitive to influential observations. However, tools and concepts for linear mixed model diagnostics are rudimentary until now and research is heavily demanded in linear mixed models. In this paper, we consider two diagnostics to evaluate the effects of individual observations in the estimation of fixed effects for linear mixed models. Those are Cook's distance and COVRATIO. Results of our limited simulation study suggest that the Cook's distance is not good statistical quantity in linear mixed models. Also calibration point for COVRATIO seems to be quite conservative.

• Communications for Statistical Applications and Methods
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• v.15 no.6
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• pp.969-976
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• 2008

Mixed linear models have been widely used in various correlated data including multivariate survival data. In this paper we extend hierarchical-likelihood(h-likelihood) approach for mixed linear models with right censored data to that for left censored data. We also allow a general random-effect structure and propose the estimation procedure. The proposed method is illustrated using a numerical data set and is also compared with marginal likelihood method.

• Communications for Statistical Applications and Methods
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• v.7 no.3
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• pp.677-686
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• 2000

Outliers may occur with respect to any of the random components in mixed linear models. We develop a use of simple, inexpensive updating formulas to consider the effect of case-deletion for mixed linear models. The method described here requires inversions of an n x n matrix, where n is the number of nonempty cells. A numerical example illustrates the use of computational formulas.

• Journal of the Korean Statistical Society
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• v.28 no.2
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• pp.211-223
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• 1999

We propose a simple estimation procedure in the mixed linear models with censored normal data, using both Buckly and James(1979) type pseudo random variables and Lee and Nelder's(1996) estimation procedure. The proposed method is illustrated with the matched pairs data in Pettitt(1986).

• The Korean Journal of Applied Statistics
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• v.28 no.2
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• pp.353-360
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• 2015

Various statistical models have been proposed over the last decade for spatially correlated Gaussian outcomes. The spatial linear mixed model (SLMM), which incorporates a spatial effect as a random component to the linear model, is the one of the most widely used approaches in various application contexts. Employing link functions, SLMM can be naturally extended to spatial generalized linear mixed model for non-Gaussian outcomes (SGLMM). We review popular SGLMMs on non-Gaussian spatial outcomes and demonstrate their applications with available public data.

• Journal of the Korean Statistical Society
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• v.19 no.2
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• pp.171-175
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• 1990

A diagnostic test for detecting nonconstant variance in mixed linear models based on the score statistic is derived through the technique of model expansion, and compared to the log likelihood ratio test.

• The Korean Journal of Applied Statistics
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• v.28 no.2
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• pp.295-308
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• 2015

We have experienced a substantial improvement in and cost-drop for genotyping that enables genetic epidemiological studies with large-scale genetic data. Genome-wide association studies have identified more than ten thousand causal variants. Many statistical methods based on linear mixed models have been developed for various goals such as estimating heritability and identifying disease susceptibility locus. Empirical results also repeatedly stress the importance of linear mixed models. Therefore, we review the statistical methods related with to linear mixed models and illustrate the meaning of their estimates.

• Journal of the Korean Data and Information Science Society
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• v.28 no.4
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• pp.927-936
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• 2017

To analyze longitudinal count data, Poisson linear mixed models are commonly used. In the models the random effects covariance matrix explains both within-subject variation and serial correlation of repeated count outcomes. When the random effects covariance matrix is assumed to be misspecified, the estimates of covariates effects can be biased. Therefore, we propose reasonable and flexible structures of the covariance matrix using autoregressive and moving average Cholesky decomposition (ARMACD). The ARMACD factors the covariance matrix into generalized autoregressive parameters (GARPs), generalized moving average parameters (GMAPs) and innovation variances (IVs). Positive IVs guarantee the positive-definiteness of the covariance matrix. In this paper, we use the ARMACD to model the random effects covariance matrix in Poisson loglinear mixed models. We analyze epileptic seizure data using our proposed model.

• Communications for Statistical Applications and Methods
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• v.22 no.5
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• pp.507-518
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• 2015

It is not easy to select a linear mixed model since the main interest for model building could be different and the number of parameters in the model could not be clearly defined. In this paper, performance of conditional Akaike Information Criteria and its bias-corrected version are compared with marginal Bayesian and Akaike Information Criteria through a simulation study. The results from the simulation study indicate that bias-corrected conditional Akaike Information Criteria shows promising performance when candidate models exclude large models containing the true model, but bias-corrected one prefers over-parametrized models more intensively when a set of candidate models increases. Marginal Bayesian and Akaike Information Criteria also have some difficulty to select the true model when the design for random effects is nested.

• Journal of the Korean Data and Information Science Society
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• v.26 no.2
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• pp.465-474
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• 2015

In this paper, we study the local influence analysis of LIU type estimator in the linear mixed models. Using the method proposed by Shi (1997), the local influence of LIU type estimator in three disturbance models are investigated respectively. Furthermore, we give the generalized Cook's distance to assess the influence, and illustrate the efficiency of the proposed method by example.