Modeling the random effects covariance matrix for generalized linear mixed models
Generalized linear mixed models (GLMMs) are commonly used to analyze longitudinal categorical data. In these models, we typically assume that the random effects covariance matrix is constant across the subject and is restricted because of its high dimensionality and its positive definiteness. However, the covariance matrix may differ by measured covariates in many situations, and ignoring this heterogeneity can result in biased estimates of the fixed effects. In this paper, we propose a heterogenous random effects covariance matrix, which depends on covariates, obtained using the modified Cholesky decomposition. This decomposition results in parameters that can be easily modeled without concern that the resulting estimator will not be positive definite. The parameters have a sensible interpretation. We analyze metabolic syndrome data from a Korean Genomic Epidemiology Study using our proposed model.
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Volume (Year): 56 (2012)
Issue (Month): 6 ()
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- Jianxin Pan, 2003. "On modelling mean-covariance structures in longitudinal studies," Biometrika, Biometrika Trust, vol. 90(1), pages 239-244, March.
- Kenneth L. Judd, 1998. "Numerical Methods in Economics," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262100711, September.
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- Keunbaik Lee & Sanggil Kang & Xuefeng Liu & Daekwan Seo, 2011. "Likelihood-based approach for analysis of longitudinal nominal data using marginalized random effects models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(8), pages 1577-1590, July.
- Gonzalez, Jorge & Tuerlinckx, Francis & De Boeck, Paul & Cools, Ronald, 2006. "Numerical integration in logistic-normal models," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1535-1548, December.
- M. Pourahmadi & M. J. Daniels, 2002. "Dynamic Conditionally Linear Mixed Models for Longitudinal Data," Biometrics, The International Biometric Society, vol. 58(1), pages 225-231, 03.
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