Standard error estimates in hierarchical generalized linear models

Hierarchical generalized linear models are often used to fit random effects models. However, attention is mostly paid to the estimation of fixed unknown parameters and inference for latent random effects. In contrast, standard error estimators receive less attention than they should be. Currently, the standard error estimators are based on various approximations, even when the mean parameters may be estimated from a higherorder approximation of the likelihood and the dispersion parameters are estimated by restricted maximum likelihood. Existing standard error estimation procedures are reviewed. A numerical illustration shows that the current standard errors are not necessarily accurate. Alternative standard errors are also proposed. In particular, a sandwich estimator that accounts for the dependence between the mean parameters and the dispersion parameters greatly improve the current standard errors. (c) 2023 The Author(s). Published by Elsevier B.V. This is an open access article under the CC BY license (http://creativecommons .org /licenses /by /4 .0/)