Smoothing spline ANOVA for multivariate Bernoulli observations, with application to ophthalmology data

被引:17
|
作者
Gao, FY [1 ]
Wahba, G
Klein, R
Klein, B
机构
[1] Freddie Mac, Mclean, VA 22102 USA
[2] Univ Wisconsin, Dept Stat, Madison, WI 53706 USA
[3] Univ Wisconsin, Dept Ophthalmol, Madison, WI 53706 USA
关键词
log-linear models; multivariate responses; odds ratio; penalized likelihood; repeated measurements; representers; reproducing kernel Hilbert space; risk factor estimation; semiparametric regression; smoothing spline analysis of variance;
D O I
10.1198/016214501750332749
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We combine a smoothing spline analysis of variance (SS-ANOVA) model and a log-linear model to build a partly flexible model for multivariate Bernoulli data. The joint distribution conditioning on the predictor variables is estimated. The log odds ratio is used to measure the association between outcome variables. A numerical scheme based on the block one-step successive over relaxation SOR-Newton-Ralphson algorithm is proposed to obtain an approximate solution for the variational problem. We extend the generalized approximate cross validation (GACV) and the randomized GACV for choosing: smoothing parameters to the case of multivariate Bernoulli responses. The randomized version is fast and stable to compute and is used to adaptively select smoothing parameters in each block one-step SOR iteration. Approximate Bayesian confidence intervals are obtained for the flexible estimates of the conditional logit functions. Simulation studies are conducted to check the performance of the proposed method, using the comparative Kullback-Leibler distance as a yardstick. Finally, the model is applied to two-eye observational data from the Beaver Dam Eye Study, to examine the association of pigmentary abnormalities and various covariates.
引用
收藏
页码:127 / 147
页数:21
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