Pairwise likelihood for the longitudinal mixed Rasch model

被引:13
|
作者
Feddag, M-L. [1 ]
Bacci, S. [2 ]
机构
[1] Univ Warwick, Dept Stat, Coventry CV4 7AL, W Midlands, England
[2] Univ Florence, Dept Stat, I-50134 Florence, Italy
关键词
GENERALIZED LINEAR-MODELS; MAXIMUM-LIKELIHOOD; PARAMETER-ESTIMATION; EM ALGORITHM; REGRESSION;
D O I
10.1016/j.csda.2008.08.031
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
Inference in Generalized linear mixed models with multivariate random effects is often made cumbersome by the high-dimensional intractable integrals involved in the marginal likelihood. An inferential methodology based on the marginal pairwise likelihood approach is proposed. This method belonging to the broad class of composite likelihood involves marginal pairs probabilities of the responses which has analytical expression for the probit version of the model, from where we derived those of the logit version. The different results are illustrated with a simulation study and with an analysis of a real data from health-related quality of life. (C) 2008 Elsevier B.V. All rights reserved.
引用
收藏
页码:1027 / 1037
页数:11
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