Streamlined variance calculations for semiparametric mixed models

Smith, Andrew D. A. C.; Wand, M. P.

Abstract

Semiparametric mixed model analysis benefits from variability estimates such as standard errors of effect estimates and variability bars to accompany curve estimates. We show how the underlying variance calculations can be done extremely efficiently compared with the direct naïve approach. These streamlined calculations are linear in the number of subjects, representing a two orders of magnitude improvement. Copyright © 2007 John Wiley & Sons, Ltd.

• Journal Article Type: Article
• Acceptance Date: Apr 4, 2007
• Online Publication Date: May 15, 2007
• Publication Date: Feb 10, 2008
• Deposit Date: Dec 2, 2015
• Publicly Available Date: Aug 18, 2016
• Journal: Statistics in Medicine
• Print ISSN: 0277-6715
• Electronic ISSN: 1097-0258
• Publisher: Wiley
• Peer Reviewed: Peer Reviewed
• Volume: 27
• Issue: 3
• Pages: 435-448
• DOI: https://doi.org/10.1002/sim.2925
• Keywords: streamlined variance calculations, mixed models
• Public URL: https://uwe-repository.worktribe.com/output/1014924
• Publisher URL: http://dx.doi.org/10.1002/sim.2925
• Additional Information: Additional Information : This is the peer reviewed version of the following article: Smith, A. D. A. C. and Wand, M. P. (2008) Streamlined variance calculations for semiparametric mixed models. Statistics in Medicine, 27 (3). pp. 435-448, which has been published in final form at http://dx.doi.org/10.1002/sim.2925. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Self-Archiving.
• Contract Date: Aug 18, 2016