THE DERIVATION OF BLUP, ML, REML ESTIMATION METHODS FOR GENERALIZED LINEAR MIXED MODELS

被引:47
作者
MCGILCHRIST, CA [1 ]
YAU, KKW [1 ]
机构
[1] AUSTRALIAN NATL UNIV,NATL CTR EPIDEMIOL & POPULAT HLTH,CANBERRA,ACT 0200,AUSTRALIA
关键词
GENERALIZED MIXED MODELS; RESIDUAL MAXIMUM LIKELIHOOD;
D O I
10.1080/03610929508831663
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
This paper presents a unified derivation of BLUP, ML and REML estimation procedures for normally distributed response variables with possibly correlated random components occurring in the mixed model for the mean. The theory is extended to generalised linear mixed models, where the response variable is not necessarily normally distributed but the model may be fitted using a penalised quasi-likelihood approach which mirrors the development in normal theory models. The method is applied to binomially distributed response variables with legit link to a mixed model containing a random component distributed as an AR(1) process.
引用
收藏
页码:2963 / 2980
页数:18
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