کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
417200 681468 2008 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Accuracy of Laplace approximation for discrete response mixed models
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
Accuracy of Laplace approximation for discrete response mixed models
چکیده انگلیسی

The Laplace approximation is amongst the computational methods used for estimation in generalized linear mixed models. It is computationally the fastest, but there hasn’t been a clear analysis of when its accuracy is adequate. In this paper, for a few factors we do calculations for a variety of mixed models to show patterns in the asymptotic bias of the estimator based on the maximum of the Laplace approximation of the log-likelihood. The biggest factor for asymptotic bias is the amount of discreteness in the response variable; there is more bias for binary and ordinal responses than for a count response, and more bias for a count response when its support is mainly near 0. When there is bias, the bias decreases as the cluster size increases. Often, the Laplace approximation is adequate even for small cluster sizes. Even with bias, the Laplace approximation may be adequate for quick assessment of competing mixed models with different random effects and covariates.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 52, Issue 12, 15 August 2008, Pages 5066–5074
نویسندگان
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