Abstract
While marginal inference for population parameters is well understood, conditional inference for the cluster specific predictors is more intricate. Moreover, in spite of its high practical relevance, cluster specific multiple inference for linear mixed model predictors has hardly been addressed so far. We introduce a general framework for multiple inference in linear mixed models for cluster specific predictors. Consistent confidence sets for multiple inference are constructed under both, the marginal and the conditional law. Furthermore, it is shown that, remarkably, corresponding multiple marginal confidence sets are also asymptotically valid for conditional inference. Those lend themselves for testing linear hypotheses using standard quantiles with-out the need of re-sampling techniques. All findings are validated in simulations and illustrated along a study on Covid-19 mortality in US state prisons. Joint work with Peter Kramlinger (UCDavis) and Tatyana Krivobokova (UWien)
Collegamento Microsoft teams
Organizzazione
Maria Ferrante