Comparison of methods of estimation for a goodness of fit test – an analytical and simulation study

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Taylor and Francis

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Multilevel modelling is a novel approach to analyse data which consist of a hierarchical or a nested structure. With advancements in multilevel modelling, there has been an advancement in the estimation techniques and also in goodness-of-fit tests which are vital to assess the fit of a model. However, these goodness-of-fit tests are not as yet tested to be suitable for models estimated using different estimation techniques. This study aims to conduct a comparison of methods of estimations for use in a goodness-of-fit test which is developed for binary response multilevel models. The comparison is based upon the mathematical background, extensive simulations and an application to a real-life dataset.

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Estimation techniques; goodness-of-fit; marginal quasi likelihood (MQL); multilevel modelling; penalized quasi likelihood (PQL)

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Vimukthini Pinto & Roshini Sooriyarachchi (2021): Comparison of methods of estimation for a goodness of fit test – an analytical and simulation study, Journal of Statistical Computation and Simulation

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