Likelihood inference in generalized linear mixed models with two components of dispersion using data cloning

被引:12
|
作者
Torabi, Mahmoud [1 ]
机构
[1] Univ Manitoba, Dept Community Hlth Sci, Winnipeg, MB R3E 0W3, Canada
基金
加拿大自然科学与工程研究理事会;
关键词
Bayesian computation; Efficiency; Hierarchical models; Random effects; Variance components; BIAS CORRECTION;
D O I
10.1016/j.csda.2012.04.008
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
This paper studies generalized linear mixed models (GLMMs) with two components of dispersion. The frequentist analysis of linear mixed model (LMM), and particularly of GLMM, is computationally difficult. On the other hand, the advent of the Markov chain Monte Carlo algorithm has made the Bayesian analysis of LMM and GLMM computationally convenient. The recent introduction of the method of data cloning has made frequentist analysis of mixed models also equally computationally convenient. We use data cloning to conduct frequentist analysis of GLMMs with two components of dispersion based on maximum likelihood estimation (MLE). The resultant estimators of the model parameters are efficient. We discuss the performance of the MLE using the well known salamander mating data, and also through simulation studies. (C) 2012 Elsevier B.V. All rights reserved.
引用
收藏
页码:4259 / 4265
页数:7
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