A Quasi-Score Marginal Approach In Generalized Linear Mixed Models
作者:
Catherine Trottier,
期刊:
Statistics
(Taylor Available online 2000)
卷期:
Volume 33,
issue 4
页码: 291-308
ISSN:0233-1888
年代: 2000
DOI:10.1080/02331880008802697
出版商: Taylor & Francis Group
关键词: Generalized linear mixed models;variance components estimation;quasiscore;probit and logit link;conditional and marginal model
数据来源: Taylor
摘要:
This paper deals with the problem of parameter estimation in generalized linear mixed models. Gilmour, Anderson and Rae [1] proposed a method of estimation in a probit link model for binomial data. This method follows a marginal approach maximizing the quasi-score function. Foulley and Im [2] adapted it to Poisson data in a log link model. We propose a unifying formal description for these two cases, including also the case of exponential data in a log link model. This approach enables us to consider other cases such as logit link model for binomial data. Numerical examples are given to illustrate the method.
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