Parameter estimation of Poisson generalized linear mixed models based on three different statistical principles : a simulation study
Casals, Martí (Universitat de Barcelona)
Langohr, Klaus (Universitat Politècnica de Catalunya. Departament d'Estadística i Investigació Operativa)
Carrasco, Josep Lluís (Universitat de Barcelona)
Rönnegård, Lars (Dalarna University (Falun, Suècia). Statistics Unit)

Date: 2015
Abstract: Generalized linear mixed models are flexible tools for modeling non-normal data and are usefulfor accommodating overdispersion in Poisson regression models with random effects. Theirmain difficulty resides in the parameter estimation because there is no analytic solution for themaximization of the marginal likelihood. Many methods have been proposed for this purpose andmany of them are implemented in software packages. The purpose of this study is to comparethe performance of three different statistical principles -marginal likelihood, extended likelihood,Bayesian analysis - via simulation studies. Real data on contact wrestling are used for illustration.
Rights: Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades. Creative Commons
Language: Anglès
Document: article ; recerca ; publishedVersion
Subject: Estimation methods ; Overdispersion ; Poisson generalized linear mixed models ; Simulation study ; Statistical principles ; Sport injuries
Published in: SORT : statistics and operations research transactions, Vol. 39 Núm. 2 (July-December 2015) , p. 281-308 (Articles) , ISSN 2013-8830

Adreça alternativa:

28 p, 328.9 KB

The record appears in these collections:
Articles > Published articles > SORT
Articles > Research articles

 Record created 2015-12-23, last modified 2021-04-07

   Favorit i Compartir