论文标题

线性混合模型中随机数量的有效预测

Valid predictions of random quantities in linear mixed models

论文作者

Syring, Nicholas, Miguez, Fernando, Niemi, Jarad

论文摘要

在线性混合效应模型的应用中,实验者通常希望对随机数量进行不确定性定量,例如对未观察到的个体或组的预测治疗效果。例如,考虑一个农业实验,以测量对接受不同治疗方法并居住在不同农场的动物的反应。一个决定是否采用这种治疗的农民对农场级的不确定性量化最感兴趣,例如,新农场预测的合理治疗效果范围。两阶段线性混合效应模型通常用于建模这种类型的数据。但是,基于线性混合模型预测的标准技术不会产生校准的不确定性定量。通常,实践中使用的预测间隔是无效的 - 它们在重复采样中没有达到或超过其标称覆盖范围。我们提出了基于推论模型(IM)的两阶段模型框架内构建预测间隔的新方法。 IM方法生成的预测间隔可确保对任何样本量有效。仿真实验表明,IM方法的变化既有效又有效,这是对现有方法的重大改进。我们使用两个农业数据集说明了IM方法的使用,其中包括一项农场研究,其中基于IM的预测间隔表明,与标准的学生相比,基于$ $ t $的间隔,农场特异性效应的不确定性更高,这是无效的。

In applications of linear mixed-effects models, experimenters often desire uncertainty quantification for random quantities, like predicted treatment effects for unobserved individuals or groups. For example, consider an agricultural experiment measuring a response on animals receiving different treatments and residing on different farms. A farmer deciding whether to adopt the treatment is most interested in farm-level uncertainty quantification, for example, the range of plausible treatment effects predicted at a new farm. The two-stage linear mixed-effects model is often used to model this type of data. However, standard techniques for linear mixed model-based prediction do not produce calibrated uncertainty quantification. In general, the prediction intervals used in practice are not valid -- they do not meet or exceed their nominal coverage level over repeated sampling. We propose new methods for constructing prediction intervals within the two-stage model framework based on an inferential model (IM). The IM method generates prediction intervals that are guaranteed valid for any sample size. Simulation experiments suggest variations of the IM method that are both valid and efficient, a major improvement over existing methods. We illustrate the use of the IM method using two agricultural data sets, including an on-farm study where the IM-based prediction intervals suggest a higher level of uncertainty in farm-specific effects compared to the standard Student-$t$ based intervals, which are not valid.

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