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Marginal correlation from an extended random-effects model for repeated and overdispersed counts

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  • Tony Vangeneugden
  • Geert Molenberghs
  • Geert Verbeke
  • Clarice G.B. Dem�trio

Abstract

Vangeneugden et al. [15] derived approximate correlation functions for longitudinal sequences of general data type, Gaussian and non-Gaussian, based on generalized linear mixed-effects models (GLMM). Their focus was on binary sequences, as well as on a combination of binary and Gaussian sequences. Here, we focus on the specific case of repeated count data, important in two respects. First, we employ the model proposed by Molenberghs et al. [13], which generalizes at the same time the Poisson-normal GLMM and the conventional overdispersion models, in particular the negative-binomial model. The model flexibly accommodates data hierarchies, intra-sequence correlation, and overdispersion. Second, means, variances, and joint probabilities can be expressed in closed form, allowing for exact intra-sequence correlation expressions. Next to the general situation, some important special cases such as exchangeable clustered outcomes are considered, producing insightful expressions. The closed-form expressions are contrasted with the generic approximate expressions of Vangeneugden et al. [15]. Data from an epileptic-seizures trial are analyzed and correlation functions derived. It is shown that the proposed extension strongly outperforms the classical GLMM.

Suggested Citation

  • Tony Vangeneugden & Geert Molenberghs & Geert Verbeke & Clarice G.B. Dem�trio, 2011. "Marginal correlation from an extended random-effects model for repeated and overdispersed counts," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(2), pages 215-232, September.
  • Handle: RePEc:taf:japsta:v:38:y:2011:i:2:p:215-232
    DOI: 10.1080/02664760903406405
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    References listed on IDEAS

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    1. Stijn Vansteelandt & Andrea Rotnitzky & James Robins, 2007. "Estimation of Regression Models for the Mean of Repeated Outcomes Under Nonignorable Nonmonotone Nonresponse," Biometrika, Biometrika Trust, vol. 94(4), pages 841-860.
    2. Tony Vangeneugden & Annouschka Laenen & Helena Geys & Didier Renard & Geert Molenberghs, 2005. "Applying Concepts of Generalizability Theory on Clinical Trial Data to Investigate Sources of Variation and Their Impact on Reliability," Biometrics, The International Biometric Society, vol. 61(1), pages 295-304, March.
    3. Hinde, John & Demetrio, Clarice G. B., 1998. "Overdispersion: Models and estimation," Computational Statistics & Data Analysis, Elsevier, vol. 27(2), pages 151-170, April.
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    Cited by:

    1. Fernanda B. Rizzato & Roseli A. Leandro & Clarice G.B. Demétrio & Geert Molenberghs, 2016. "A Bayesian approach to analyse overdispersed longitudinal count data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(11), pages 2085-2109, August.
    2. Gul Inan & Ozlem Ilk, 2019. "A marginalized multilevel model for bivariate longitudinal binary data," Statistical Papers, Springer, vol. 60(3), pages 601-628, June.
    3. I. R. C. Oliveira & G. Molenberghs & G. Verbeke & C. G. B. Demétrio & C. T. S. Dias, 2017. "Negative variance components for non-negative hierarchical data with correlation, over-, and/or underdispersion," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(6), pages 1047-1063, April.
    4. Iddi, Samuel & Molenberghs, Geert, 2012. "A combined overdispersed and marginalized multilevel model," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1944-1951.

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