du.sePublications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • chicago-author-date
  • chicago-note-bibliography
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Computanionally feasible estimation of the covariance structure in Generalized linear mixed models (GLMM)
Dalarna University, School of Technology and Business Studies, Statistics.ORCID iD: 0000-0003-2317-9157
2007 (English)Report (Other academic)
Abstract [en]

In this paper we discuss how a regression model, with a non-continuous response variable, that allows for dependency between observations should be estimated when observations are clustered and there are repeated measurements on the subjects. The cluster sizes are assumed to be large. We find that the conventional estimation technique suggested by the literature on Generalized Linear Mixed Models (GLMM) is slow and often fails due to non-convergence and lack of memory on standard PCs. We suggest to estimate the random effects as fixed effects by GLM and derive the covariance matrix from these estimates. A simulation study shows that our proposal is feasible in terms of Mean-Square Error and computation time. We recommend that our proposal be implemented in the software of GLMM techniques so that the estimation procedure can switch between the conventional technique and our proposal depending on the size of the clusters.

Place, publisher, year, edition, pages
Örebro: ESA, Högskolan i Örebro , 2007.
Series
Working paper series, ISSN 1403-0586 ; 2007:14
Keywords [en]
Monte-Carlo simulations, large sample, interdependence, cluster errors
Research subject
Komplexa system - mikrodataanalys, Kreditriskmodellering
Identifiers
URN: urn:nbn:se:du-1793OAI: oai:dalea.du.se:1793DiVA, id: diva2:522912
Available from: 2006-02-24 Created: 2006-02-24 Last updated: 2015-03-18Bibliographically approved

Open Access in DiVA

No full text in DiVA

Authority records BETA

Carling, Kenneth

Search in DiVA

By author/editor
Carling, Kenneth
By organisation
Statistics

Search outside of DiVA

GoogleGoogle Scholar

urn-nbn

Altmetric score

urn-nbn
Total: 635 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • chicago-author-date
  • chicago-note-bibliography
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf