Rutter C M, Elashoff R M
Department of Health Care Policy, Harvard Medical School, Boston, MA 02115.
Stat Med. 1994 Jun 30;13(12):1211-31. doi: 10.1002/sim.4780131204.
We review random coefficient regression (RCR) models and methods for fitting these models from an applications perspective. Methods for data with exponential family distributions are presented with the Gaussian distribution as a special case. Attention is given to interpretation of fixed effects and the correlation structures implied by RCR models. Estimation methods are presented wtih computational approaches. Problems associated with testing fixed effects include accurate variance estimation and robustness to misspecification of the covariance structure. Methods for model selection and assessment are presented. An example is used to demonstrate recommended approaches.
我们从应用的角度回顾随机系数回归（RCR）模型以及拟合这些模型的方法。介绍了适用于指数族分布数据的方法，并将高斯分布作为特殊情况。重点关注固定效应的解释以及RCR模型所隐含的相关结构。给出了带有计算方法的估计方法。与检验固定效应相关的问题包括准确的方差估计以及对协方差结构错误设定的稳健性。介绍了模型选择和评估的方法。通过一个例子来演示推荐的方法。
