Bayesian Cholesky factor models in random effects covariance matrix for generalized linear mixed models

Keunbaik Lee and Jae Keun Yoo

Computational Statistics & Data Analysis, 2014, vol. 80, issue C, 111-116

Abstract: Random effects in generalized linear mixed models (GLMM) are used to explain the serial correlation of the longitudinal categorical data. Because the covariance matrix is high dimensional and should be positive definite, its structure is assumed to be constant over subjects and to be restricted such as AR(1) structure. However, these assumptions are too strong and can result in biased estimates of the fixed effects. In this paper we propose a Bayesian modeling for the GLMM with regression models for parameters of the random effects covariance matrix using a moving average Cholesky decomposition which factors the covariance matrix into moving average (MA) parameters and IVs. We analyze lung cancer data using our proposed model.

Keywords: Cholesky decomposition; Longitudinal data; Heterogeneity (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:80:y:2014:i:c:p:111-116

DOI: 10.1016/j.csda.2014.06.016

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