Examples in which misspecification of a random effects distribution reduces efficiency, and possible remedies

@article{Agresti2004ExamplesIW,
  title={Examples in which misspecification of a random effects distribution reduces efficiency, and possible remedies},
  author={Alan Agresti and Brian Caffo and Pamela Ohman-Strickland},
  journal={Computational Statistics & Data Analysis},
  year={2004},
  volume={47},
  pages={639-653}
}
This note shows three cases in which a considerable loss of efficiency can result from assuming a parametric distribution for a random effect that is substantially different from the true distribution. For two simple models for binary response data, we studied the effects of assuming normality or of using a nonparametric fitting procedure for random effects, when the true distribution is potentially far from normal. Although usually the choice of random effects distribution has little effect on… CONTINUE READING
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