Optimal designs for generalized linear mixed models based on the penalized quasi-likelihood method

被引:0
|
作者
Shi, Yao [1 ]
Yu, Wanchunzi [2 ]
Stufken, John [3 ]
机构
[1] Qingdao Univ, Sch Math & Stat, 308 Ningxia Rd, Qingdao 266071, Shandong, Peoples R China
[2] Bridgewater State Univ, Dept Math, 131 Summer St, Bridgewater, MA 02325 USA
[3] George Mason Univ, Dept Stat, 4400 Univ Dr, Fairfax, VA 22030 USA
关键词
Locally optimal design; Longitudinal study; Logistic model; Penalized quasi-likelihood; Robustness; INFORMATION MATRIX; POISSON REGRESSION; LONGITUDINAL DATA;
D O I
10.1007/s11222-023-10279-3
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
While generalized linear mixed models are useful, optimal design questions for such models are challenging due to complexity of the information matrices. For longitudinal data, after comparing three approximations for the information matrices, we propose an approximation based on the penalized quasi-likelihood method. We evaluate this approximation for logistic mixed models with time as the single predictor variable. Assuming that the experimenter controls at which time observations are to be made, the approximation is used to identify locally optimal designs based on the commonly used A- and D-optimality criteria. The method can also be used for models with random block effects. Locally optimal designs found by a Particle Swarm Optimization algorithm are presented and discussed. As an illustration, optimal designs are derived for a study on self-reported disability in older women. Finally, we also study the robustness of the locally optimal designs to mis-specification of the covariance matrix for the random effects.
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页数:13
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