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Table 1 Summary of simulation scenarios for evaluating the performance of BQQ plots

From: A graphical approach to assess the goodness-of-fit of random-effects linear models when the goal is to measure individual benefits of medical treatments in severely ill patients

 

Scenario 1

Scenario 2

Scenario 3

Scenario 4

Model:

1 (Equation 4)

1 (Equation 4)

2 (Equation 5)

2 (Equation 5)

Number of patients (N)

{30, 50, 100, 150, 200, 300, 500}

{20, 60, 100, 160, 200, 300, 500}

{30, 50, 100, 150, 200, 300, 500}

{30, 50, 100, 150, 200, 300, 500}

# of measurements per patient,

n = k0,ω + k1,ω

For all scenarios, when k1,ω = 2, n = 4; when k1,ω = 4, n = 6.

Binary covariate

xω~Bernoulli(0.6) (for all scenarios)

Measurement errors

\( \mathrm{i}.\mathrm{i}.\mathrm{d}.,{\varepsilon}_{\omega, j}\sim N\left(0,{\sigma}_{\varepsilon}^2=10\right) \) (for all scenarios)

Fixed effects (ψ)

(21, 2, −5, 0.5)T

(21, 2, −5, 0.5)T

(21.4, 1.92, −3.97, 0.35)T

(24, 1.92, 0.97, −0.35)T

Non-normal random effects

\( {\boldsymbol{\tau}}_{\omega}\sim \frac{1}{2}N\left({\boldsymbol{m}}_1^{\ast }=w\bullet {\boldsymbol{m}}_1,V\right) \)

\( +\frac{1}{2}N\left({\boldsymbol{m}}_2^{\ast }=w\bullet {\boldsymbol{m}}_2,V\right) \)

m1 = (0, −1)T, m2 = (0, 1)T

\( V=\left[\begin{array}{cc}1& 0.9\\ {}0.9& 1\end{array}\right] \)

w ∈ {1, 2, 3, 4, 5}

\( {\boldsymbol{\tau}}_{\omega}\sim \frac{3}{4}N\left({\boldsymbol{m}}_1,V\right)+\frac{1}{4}N\left({\boldsymbol{m}}_2,V\right) \)

m1 = (0, −1)T, m2 = (0, 3)T

\( V=\left[\begin{array}{cc}{\sigma}_1^2& 0.9\\ {}0.9& {\sigma}_2^2\end{array}\right] \)

\( {\sigma}_1^2={\sigma}_2^2\in \left\{1,2,3,4,5\right\} \)

τω~tv(m, Γ)

v ∈ {3, 5, 7, 9, 11, 13}

m = (0, 0, 0)T

\( \Gamma =\left[\begin{array}{ccc}10.4& 0.279& -0.341\\ {}0.279& 13.06& -2.466\\ {}-0.341& -2.466& 0.581\end{array}\right] \)

\( {\boldsymbol{\tau}}_{\omega}\sim \frac{1}{2}N\left({\boldsymbol{m}}_1^{\ast }=w\bullet {\boldsymbol{m}}_1,V\right) \)

\( +\frac{1}{2}N\left({\boldsymbol{m}}_2^{\ast }=w\bullet {\boldsymbol{m}}_2,V\right) \)

m1 = (0, −1, 1)T

m2 = (0, 1, −1)T

\( V=\left[\begin{array}{ccc}10.4& 0.279& -0.341\\ {}0.279& 13.06& -2.466\\ {}-0.341& -2.466& 0.581\end{array}\right] \)w ∈ {0.5, 1, 1.5, 2, 2.5, 3}

Reference normal random effectsa

τω~N(m, D∗)

m = (0, 0)T

\( {D}^{\ast }=\frac{1}{2}{\boldsymbol{m}}_1^{\ast }{{\boldsymbol{m}}_1^{\ast}}^T+\frac{1}{2}{\boldsymbol{m}}_2^{\ast }{{\boldsymbol{m}}_2^{\ast}}^T+V \)

τω~N(m, D∗)

m = (0, 0)T

\( {D}^{\ast }=\frac{3}{4}{\boldsymbol{m}}_1{\boldsymbol{m}}_1^T+\frac{1}{4}{\boldsymbol{m}}_2{\boldsymbol{m}}_2^T+V \)

τω~N(m, D∗)

m = (0, 0, 0)T

\( {D}^{\ast }=\left(\frac{v}{v-2}\right)\Gamma \)

τω~N(m, D∗)

m = (0, 0, 0)T

\( {D}^{\ast }=\frac{1}{2}{\boldsymbol{m}}_1^{\ast }{{\boldsymbol{m}}_1^{\ast}}^T+\frac{1}{2}{\boldsymbol{m}}_2^{\ast }{{\boldsymbol{m}}_2^{\ast}}^T+V \)

  1. aThe reference normal distribution is a distribution with the same mean and variance-covariance matrix as the corresponding non-normal distribution. BQQ plots and CVM discrepancies computed with a non-normal distribution were compared with those of its reference distribution