A family of generalized linear models for repeated measures with normal and conjugate random effects

DOI10.1214/10-STS328zbMATH Open1329.62342arXiv1101.0990MaRDI QIDQ906532FDOQ906532

Authors: Geert Verbeke, Afrânio M. C. Vieira, Geert Molenberghs, Clarice G. B. Demétrio 

Publication date: 22 January 2016

Published in: Statistical Science (Search for Journal in Brave)

Abstract: Non-Gaussian outcomes are often modeled using members of the so-called exponential family. Notorious members are the Bernoulli model for binary data, leading to logistic regression, and the Poisson model for count data, leading to Poisson regression. Two of the main reasons for extending this family are (1) the occurrence of overdispersion, meaning that the variability in the data is not adequately described by the models, which often exhibit a prescribed mean--variance link, and (2) the accommodation of hierarchical structure in the data, stemming from clustering in the data which, in turn, may result from repeatedly measuring the outcome, for various members of the same family, etc. The first issue is dealt with through a variety of overdispersion models, such as, for example, the beta-binomial model for grouped binary data and the negative-binomial model for counts. Clustering is often accommodated through the inclusion of random subject-specific effects. Though not always, one conventionally assumes such random effects to be normally distributed. While both of these phenomena may occur simultaneously, models combining them are uncommon. This paper proposes a broad class of generalized linear models accommodating overdispersion and clustering through two separate sets of random effects. We place particular emphasis on so-called conjugate random effects at the level of the mean for the first aspect and normal random effects embedded within the linear predictor for the second aspect, even though our family is more general. The binary, count and time-to-event cases are given particular emphasis. Apart from model formulation, we present an overview of estimation methods, and then settle for maximum likelihood estimation with analytic--numerical integration. Implications for the derivation of marginal correlations functions are discussed. The methodology is applied to data from a study in epileptic seizures, a clinical trial in toenail infection named onychomycosis and survival data in children with asthma.

Full work available at URL: https://arxiv.org/abs/1101.0990

Recommendations

• A combined beta and normal random-effects model for repeated, overdispersed binary and binomial data
• An extended random-effects approach to modeling repeated, overdispersed count data
• Marginal correlation from an extended random-effects model for repeated and overdispersed counts
• A Poisson mixed model with nonnormal random effect distribution
• Negative binomial loglinear mixed models

zbMATH Keywords

Poisson modelfrailty modelBernoulli modelCauchy distributionWeibull modelbeta-binomial modelstrong conjugacynegative-binomial modelconjugacy maximum likelihood

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12)

Cites Work

• Hierarchical generalised linear models: A synthesis of generalised linear models, random-effect models and structured dispersions
• Negative binomial and mixed poisson regression
• Title not available (Why is that?)
• Finite mixture models
• Title not available (Why is that?)
• Models for Longitudinal Data: A Generalized Estimating Equation Approach
• Estimation in generalized linear models with random effects
• Title not available (Why is that?)
• Approximate Inference in Generalized Linear Mixed Models
• Title not available (Why is that?)
• Linear mixed models for longitudinal data
• Longitudinal data analysis using generalized linear models
• Maximum Likelihood Variance Components Estimation for Binary Data
• Marginal Modeling of Correlated Ordinal Data Using a Multivariate Plackett Distribution
• Title not available (Why is that?)
• Bias correction in generalised linear mixed models with a single component of dispersion
• Generalized linear mixed models a pseudo-likelihood approach
• Title not available (Why is that?)
• Multivariate statistical modelling based on generalized linear models.
• Title not available (Why is that?)
• Generalized Linear Models with Random Effects
• Models for discrete longitudinal data.
• Some Covariance Models for Longitudinal Count Data with Overdispersion
• Title not available (Why is that?)
• Title not available (Why is that?)
• A simple approach for the analysis of generalizea linear mixed models
• Overdispersion: Models and estimation.
• A General Maximum Likelihood Analysis of Variance Components in Generalized Linear Models
• A Random-Effects Ordinal Regression Model for Multilevel Analysis
• Bayesian inference for variance components using only error contrasts
• The frailty model.
• A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model
• A pairwise likelihood approach to estimation in multilevel probit models
• Random Effects Probit and Logistic Regression Models for Three-Level Data
• Title not available (Why is that?)
• Negative binomial loglinear mixed models
• Title not available (Why is that?)
• An extended random-effects approach to modeling repeated, overdispersed count data
• Longitudinal Data Analysis
• Extended-REML estimators
• Title not available (Why is that?)
• The evaluation of surrogate endpoints.
• Modelling and estimating heavy-tailed non-homogeneous correlated queues: Pareto-inverse gamma HGLM with covariates
• Marginal Correlation from Logit- and Probit-Beta-Normal Models for Hierarchical Binary Data

Cited In (57)

• A robust Bayesian mixed effects approach for zero inflated and highly skewed longitudinal count data emanating from the zero inflated discrete Weibull distribution
• Addressing dispersion in mis-measured multivariate binomial outcomes: a novel statistical approach for detecting differentially methylated regions in bisulfite sequencing data
• The mixed model for the analysis of a repeated-measurement multivariate count data
• The first-order Markov conditional linear expectation approach for analysis of longitudinal Data
• Inferring stochastic group interactions within structured populations via coupled autoregression
• A combined overdispersed longitudinal model for nominal data
• Joint models of longitudinal and time-to-event data with more than one event time outcome: a review
• A joint model for longitudinal continuous and time-to-event outcomes with direct marginal interpretation
• Detection of outliers in longitudinal count data via overdispersion
• A hierarchical Bayesian approach for the analysis of longitudinal count data with overdispersion: a simulation study
• Joint model for left-censored longitudinal data, recurrent events and terminal event: predictive abilities of tumor burden for cancer evolution with application to the FFCD 2000--05 trial
• Different methods for handling incomplete longitudinal binary outcome due to missing at random dropout
• Modifications of REML algorithm for HGLMs
• Modelling multivariate, overdispersed binomial data with additive and multiplicative random effects
• A model for overdispersed hierarchical ordinal data
• Title not available (Why is that?)
• Local influence diagnostics for hierarchical count data models with overdispersion and excess zeros
• A spatial model to jointly analyze self‐reported survey data of COVID‐19 symptoms and official COVID‐19 incidence data
• Fast two-stage estimator for clustered count data with overdispersion
• A Bayesian approach to analyse overdispersed longitudinal count data
• Negative variance components for non-negative hierarchical data with correlation, over-, and/or underdispersion
• On the Weibull-Gamma frailty model, its infinite moments, and its connection to generalized log-logistic, logistic, Cauchy, and extreme-value distributions
• Generalized linear longitudinal mixed models with linear covariance structure and multiplicative random effects
• Marginal correlation from an extended random-effects model for repeated and overdispersed counts
• A Poisson mixed model with nonnormal random effect distribution
• A combined overdispersed and marginalized multilevel model
• An extended random-effects approach to modeling repeated, overdispersed count data
• A combined beta and normal random-effects model for repeated, overdispersed binary and binomial data
• The combined model: a tool for simulating correlated counts with overdispersion
• A Weibull-count approach for handling under- and overdispersed longitudinal/clustered data structures
• Local influence diagnostics for generalized linear mixed models with overdispersion
• Second-order generalized estimating equations for correlated count data
• Comparisons of computational methods for clustered binary data
• A two-part mixed-effects pattern-mixture model to handle zero-inflation and incompleteness in a longitudinal setting
• A joint normal‐binary (probit) model
• Predictive compound risk models with dependence
• Marginal Correlation from Logit- and Probit-Beta-Normal Models for Hierarchical Binary Data
• Prediction of transplant-free survival in idiopathic pulmonary fibrosis patients using joint models for event times and mixed multivariate longitudinal data
• Hierarchical and multivariate regression models to fit correlated asymmetric positive continuous outcomes
• A marginalized combined gamma frailty and normal random-effects model for repeated, overdispersed, time-to-event outcomes
• Hierarchical models with normal and conjugate random effects: a review
• A joint model for hierarchical continuous and zero-inflated overdispersed count data
• Generalized linear mixed joint model for longitudinal and survival outcomes
• Some remarks on latent variable models in categorical data analysis
• Local influence diagnostics for incomplete overdispersed longitudinal counts
• Joint models for longitudinal zero-inflated overdispersed binomial and normal responses
• Modeling heterogeneity for count data: a study of maternal mortality in health facilities in Mozambique
• A new type 1 alpha power family of distributions and modeling data with correlation, overdispersion, and zero-inflation in the health data sets
• Discussion of ``Likelihood inference for models with unobservables: another view
• A novel method for joint modeling of survival data and count data for both simple randomized and cluster randomized data
• Quantifying intraclass correlations for count and time-to-event data
• Bayesian model selection for longitudinal count data
• A zero-inflated overdispersed hierarchical Poisson model
• A taxonomy of mixing and outcome distributions based on conjugacy and bridging
• Comparison of additive and multiplicative Bayesian models for longitudinal count data with overdispersion parameters: a simulation study
• Pseudo-likelihood methodology for hierarchical count data
• Integrated nested Laplace approximation for the analysis of count data via the combined model: A simulation study

Uses Software

• Fahrmeir

This page was built for publication: A family of generalized linear models for repeated measures with normal and conjugate random effects

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q906532)