Empirical Likelihood Inference of Variance Components in Linear Mixed-Effects Models

TL;DR

This paper introduces empirical likelihood methods for variance component inference in linear mixed-effects models, providing a nonparametric approach that improves error control when distributional assumptions are violated.

Contribution

It develops empirical likelihood-based inference techniques for variance components in mixed-effects models, including a nonparametric Wilks' theorem and tests for multiple components.

Findings

Proposed methods outperform likelihood ratio tests under non-Gaussian conditions.

Applied to twin study data, identified heritability in specific quantile ranges.

Demonstrated better type 1 error control in simulations.

Abstract

Linear mixed-effects models are widely used in analyzing repeated measures data, including clustered and longitudinal data, where inferences of both fixed effects and variance components are of importance. Unlike the fixed effect inference that has been well studied, inference on the variance components is more challenging due to null value being on the boundary and the nuisance parameters of the fixed effects. Existing methods often require strong distributional assumptions on the random effects and random errors. In this paper, we develop empirical likelihood-based methods for the inference of the variance components in the presence of fixed effects. A nonparametric version of the Wilks' theorem for the proposed empirical likelihood ratio statistics for variance components is derived. We also develop an empirical likelihood test for multiple variance components related to a sequence of correlated outcomes. Simulation studies demonstrate that the proposed methods exhibit better type 1 error control than the commonly used likelihood ratio tests when the Gaussian distributional assumptions of the random effects are violated. We apply the methods to investigate the heritability of physical activity as measured by wearable device in the Australian Twin study and observe that such activity is heritable only in the quantile range from 0.375 to 0.514.