TY - JOUR
AU - Halekoh, Ulrich
AU - Højsgaard, Søren
PY - 2014/09/12
Y2 - 2023/10/02
TI - A Kenward-Roger Approximation and Parametric Bootstrap Methods for Tests in Linear Mixed Models – The R Package pbkrtest
JF - Journal of Statistical Software
JA - J. Stat. Soft.
VL - 59
IS - 9
SE - Articles
DO - 10.18637/jss.v059.i09
UR - https://www.jstatsoft.org/index.php/jss/article/view/v059i09
SP - 1 - 32
AB - When testing for reduction of the mean value structure in linear mixed models, it is common to use an asymptotic χ<sup>2</sup> test. Such tests can, however, be very poor for small and moderate sample sizes. The pbkrtest package implements two alternatives to such approximate χ<sup>2</sup> tests: The package implements (1) a Kenward-Roger approximation for performing F tests for reduction of the mean structure and (2) parametric bootstrap methods for achieving the same goal. The implementation is focused on linear mixed models with independent residual errors. In addition to describing the methods and aspects of their implementation, the paper also contains several examples and a comparison of the various methods.
ER -