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二项式结局广义线性混合模型估计方法的评估。

An assessment of estimation methods for generalized linear mixed models with binary outcomes.

机构信息

Memorial Sloan-Kettering Cancer Center, 307 E 63rd St, 3rd Floor, New York, NY 10021, U.S.A.

出版信息

Stat Med. 2013 Nov 20;32(26):4550-66. doi: 10.1002/sim.5866. Epub 2013 Jul 9.

Abstract

Two main classes of methodology have been developed for addressing the analytical intractability of generalized linear mixed models: likelihood-based methods and Bayesian methods. Likelihood-based methods such as the penalized quasi-likelihood approach have been shown to produce biased estimates especially for binary clustered data with small clusters sizes. More recent methods using adaptive Gaussian quadrature perform well but can be overwhelmed by problems with large numbers of random effects, and efficient algorithms to better handle these situations have not yet been integrated in standard statistical packages. Bayesian methods, although they have good frequentist properties when the model is correct, are known to be computationally intensive and also require specialized code, limiting their use in practice. In this article, we introduce a modification of the hybrid approach of Capanu and Begg, 2011, Biometrics 67, 371-380, as a bridge between the likelihood-based and Bayesian approaches by employing Bayesian estimation for the variance components followed by Laplacian estimation for the regression coefficients. We investigate its performance as well as that of several likelihood-based methods in the setting of generalized linear mixed models with binary outcomes. We apply the methods to three datasets and conduct simulations to illustrate their properties. Simulation results indicate that for moderate to large numbers of observations per random effect, adaptive Gaussian quadrature and the Laplacian approximation are very accurate, with adaptive Gaussian quadrature preferable as the number of observations per random effect increases. The hybrid approach is overall similar to the Laplace method, and it can be superior for data with very sparse random effects.

摘要

已经开发出两种主要的方法来解决广义线性混合模型的分析复杂性

似然方法和贝叶斯方法。似然方法,如惩罚拟似然方法,已被证明会产生有偏估计,特别是对于小聚类大小的二元聚类数据。最近使用自适应高斯求积的方法表现良好,但对于大量随机效应的问题可能会不堪重负,并且尚未在标准统计软件包中集成更好地处理这些情况的有效算法。贝叶斯方法虽然在模型正确时具有良好的频率性质,但已知计算密集,并且还需要专门的代码,限制了它们在实践中的使用。在本文中,我们引入了 Capanu 和 Begg,2011 年,Biometrics 67, 371-380 的混合方法的修改,通过对方差分量进行贝叶斯估计,然后对回归系数进行拉普拉斯估计,在似然方法和贝叶斯方法之间架起桥梁。我们研究了它在具有二项式结果的广义线性混合模型中的性能以及几种似然方法的性能。我们将这些方法应用于三个数据集,并进行模拟以说明它们的性质。模拟结果表明,对于每个随机效应的中等至大量观测值,自适应高斯求积和拉普拉斯近似非常准确,随着每个随机效应的观测值数量的增加,自适应高斯求积更可取。混合方法总体上与拉普拉斯方法相似,对于具有非常稀疏的随机效应的数据,它可能更优越。

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