Nonparametric estimation of the mixing distribution in logistic regression mixed models with random intercepts and slopes

被引:4
|
作者
Lesperance, Mary [1 ]
Saab, Rabih [1 ]
Neuhaus, John [2 ]
机构
[1] Univ Victoria, Dept Math & Stat, Victoria, BC V8W 3R4, Canada
[2] Univ Calif San Francisco, Dept Epidemiol & Biostat, San Francisco, CA 94143 USA
基金
加拿大自然科学与工程研究理事会; 美国国家卫生研究院;
关键词
Generalized linear mixed models with binary outcomes; Random effects; Direct search method; Nonparametric maximum likelihood estimation; CONVERGENCE;
D O I
10.1016/j.csda.2013.05.014
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
An algorithm that computes nonparametric maximum likelihood estimates of a mixing distribution for a logistic regression model containing random intercepts and slopes is proposed. The algorithm identifies mixing distribution support points as the maxima of the gradient function using a direct search method. The mixing proportions are then estimated through a quadratically convergent method. Two methods for computing the joint maximum likelihood estimates of the fixed effects parameters and the mixing distribution are compared. A simulation study demonstrates the performance of the algorithms and an example using National Basketball Association data is provided. (C) 2013 Elsevier B.V. All rights reserved.
引用
收藏
页码:211 / 219
页数:9
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