Conditional inference about generalized linear mixed models

被引:25
|
作者
Jiang, JM [1 ]
机构
[1] Case Western Reserve Univ, Dept Stat, Cleveland, OH 44106 USA
来源
ANNALS OF STATISTICS | 1999年 / 27卷 / 06期
关键词
asymptotic properties of estimates; maximum conditional likelihood; penalized generalized WLS; semiparametric inference;
D O I
10.1214/aos/1017939247
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 propose a method of inference for generalized linear mixed models (GLMM) that in many ways resembles the method of least squares. We also show that adequate inference about GLMM can be made based on the conditional likelihood on a subset of the random effects. One of the important features of our methods is that they rely on weak distributional assumptions about the random effects. The methods proposed are also computationally feasible. Asymptotic behavior of the estimates is investigated. In particular, consistency is proved under reasonable conditions.
引用
收藏
页码:1974 / 2007
页数:34
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