Generalized linear models with clustered data: Fixed and random effects models

Göran Broström and Henrik Holmberg

Computational Statistics & Data Analysis, 2011, vol. 55, issue 12, 3123-3134

Abstract: The statistical analysis of mixed effects models for binary and count data is investigated. In the statistical computing environment R, there are a few packages that estimate models of this kind. The package lme4 is a de facto standard for mixed effects models. The package glmmML allows non-normal distributions in the specification of random intercepts. It also allows for the estimation of a fixed effects model, assuming that all cluster intercepts are distinct fixed parameters; moreover, a bootstrapping technique is implemented to replace asymptotic analysis. The random intercepts model is fitted using a maximum likelihood estimator with adaptive Gauss-Hermite and Laplace quadrature approximations of the likelihood function. The fixed effects model is fitted through a profiling approach, which is necessary when the number of clusters is large. In a simulation study, the two approaches are compared. The fixed effects model has severe bias when the mixed effects variance is positive and the number of clusters is large.

Keywords: Bernoulli; distribution; Gauss-Hermite; quadrature; Laplace; approximation; Implicit; derivation; Profiling; Poisson; distribution (search for similar items in EconPapers)
Date: 2011
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167947311002143
Full text for ScienceDirect subscribers only.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:55:y:2011:i:12:p:3123-3134

Access Statistics for this article

Computational Statistics & Data Analysis is currently edited by S.P. Azen

More articles in Computational Statistics & Data Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().