Modelling random effect variance with double hierarchical generalized linear models

被引：15

作者：

Lee, Youngjo ^{[1
]}

Noh, Maengseok ^{[2
]}

机构：

[1] Seoul Natl Univ, Dept Stat, Seoul 151742, South Korea

[2] Pukyong Natl Univ, Dept Stat, Pusan 608737, South Korea

来源：

STATISTICAL MODELLING | 2012年 / 12卷 / 06期

基金：

新加坡国家研究基金会;

关键词：

Double hierarchical generalized linear models; hierarchical generalized linear models; hierarchical likelihood; random effects; LIKELIHOOD RATIO TESTS; INFORMATION; INFERENCE;

D O I：

10.1177/1471082X12460132

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：

Random-effect models are becoming increasingly popular in the analysis of data. Lee and Nelder (2006) introduced double hierarchical generalized linear models (DHGLMs) in which not only the mean but also the residual variance (overdispersion) can be further modelled as random-effect models. In this article, we introduce DHGLMs that allow random-effect models for both the variances of random effects and the residual variance. We show how to use this general model class for the analysis of data and discuss how to select the best fitting model using the likelihood and various model-checking plots.

引用

页码：487 / 502

页数：16

共 50 条

[21] Random effects linear models for process mean and variance
Sohn, SY
Park, CJ
[J]. JOURNAL OF QUALITY TECHNOLOGY, 1998, 30 (01) : 33 - 39
[22] Minque of variance components in generalized linear model with random effects
Lee, HS
Chaubey, YP
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1996, 25 (06) : 1375 - 1382
[23] On diagnostics in double generalized linear models
Paula, Gilberto A.
[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2013, 68 : 44 - 51
[24] Genetic variance for uniformity of body weight in lumpfish (Cyclopterus lumpus) used a double hierarchical generalized linear model
Sae-Lim, Panya
Khaw, Hooi Ling
Nielsen, Hanne Marie
Puvanendran, Velmurugu
Hansen, Oyvind
Mortensen, Atle
[J]. AQUACULTURE, 2020, 514
[25] Inference for variance components in linear mixed-effect models with flexible random effect and error distributions
Chen, Tom
Wang, Rui
[J]. STATISTICAL METHODS IN MEDICAL RESEARCH, 2020, 29 (12) : 3586 - 3604
[26] Hierarchical Generalized Linear Models for Multiregional Clinical Trials
Park, Junhui
Kang, Seung-Ho
[J]. STATISTICS IN BIOPHARMACEUTICAL RESEARCH, 2022, 14 (03): : 358 - 367
[27] Hierarchical Generalized Linear Models for the Analysis of Judge Ratings
Muckle, Timothy J.
Karabatsos, George
[J]. JOURNAL OF EDUCATIONAL MEASUREMENT, 2009, 46 (02) : 198 - 219
[28] Hierarchical Generalized Linear Models: The R Package HGLMMM
Molas, Marek
Lesaffre, Emmanuel
[J]. JOURNAL OF STATISTICAL SOFTWARE, 2011, 39 (13): : 1 - 20
[29] Variance component testing in generalised linear models with random effects
Lin, XH
[J]. BIOMETRIKA, 1997, 84 (02) : 309 - 326
[30] Standard error estimates in hierarchical generalized linear models
Jin, Shaobo
Lee, Youngjo
[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2024, 189

← 1 2 3 4 5 →