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The transition model test for serial dependence in mixed-effects models for binary data

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Statistical Methods in Medical Research: An International Review Journal

Published online on

Abstract

Generalized linear mixed models for longitudinal data assume that responses at different occasions are conditionally independent, given the random effects and covariates. Although this assumption is pivotal for consistent estimation, violation due to serial dependence is hard to assess by model elaboration. We therefore propose a targeted diagnostic test for serial dependence, called the transition model test (TMT), that is straightforward and computationally efficient to implement in standard software. The TMT is shown to have larger power than general misspecification tests. We also propose the targeted root mean squared error of approximation (TRSMEA) as a measure of the population misfit due to serial dependence.