Computation of maximum likelihood estimates for multiresponse generalized linear mixed models with non-nested, correlated random effects
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Abstract: Estimation of generalized linear mixed models (GLMMs) with non-nested random effects structures requires approximation of high-dimensional integrals. Many existing methods are tailored to the low-dimensional integrals produced by nested designs. We explore the modifications that are required in order to adapt an EM algorithm with first-order and fully exponential Laplace approximations to a non-nested, multiple response model. The equations in the estimation routine are expressed as functions of the first four derivatives of the conditional likelihood of an arbitrary GLMM, providing a template for future applications. We apply the method to a joint Poisson-binary model for ranking sporting teams, and discuss the estimation of a correlated random effects model designed to evaluate the sensitivity of value-added models for teacher evaluation to assumptions about the missing data process. Source code in R is provided in the online supplementary material.
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Cited in
(4)- Generalized Linear Mixed Models for Ordered Responses in Complex Multilevel Structures: Effects Beneath the School or College in Education
- A diagnostic for bias in linear mixed model estimators induced by dependence between the random effects and the corresponding model matrix
- Efficient maximum likelihood estimation of multiple membership linear mixed models, with an application to educational value-added assessments
- Computation and application of generalized linear mixed model derivatives using \textit{lme4}
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