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Estimation of Parameters in Random Effect Models with Incidence Matrix Uncertainty
Dalarna University, School of Technology and Business Studies, Statistics.ORCID iD: 0000-0003-4390-1979
Dalarna University, School of Technology and Business Studies, Statistics.ORCID iD: 0000-0002-1057-5401
2010 (English)Conference paper, (Other academic)
Abstract [en]

Random effect models have been widely applied in many fields of research. However, models with uncertain design matrices for random effects have been little investigated before. In some applications with such problems, an expectation method has been used for simplicity. This method does not include the extra information of uncertainty in the design matrix is not included. The closed solution for this problem is generally difficult to attain. We therefore propose an two-step algorithm for estimating the parameters, especially the variance components in the model. The implementation is based on Monte Carlo approximation and a Newton-Raphson-based EM algorithm. As an example, a simulated genetics dataset was analyzed. The results showed that the proportion of the total variance explained by the random effects was accurately estimated, which was highly underestimated by the expectation method. By introducing heuristic search and optimization methods, the algorithm can possibly be developed to infer the 'model-based' best design matrix and the corresponding best estimates.

Place, publisher, year, edition, pages
Shanghai, P. R. China, 2010.
National Category
Probability Theory and Statistics
Research subject
Komplexa system - mikrodataanalys
Identifiers
URN: urn:nbn:se:du-4840OAI: oai:dalea.du.se:4840DiVA: diva2:522142
Conference
19th International Workshop on Matrices and Statistics , Shanghai, P. R. China, 5-8 juni, 2010
Available from: 2010-06-18 Created: 2010-06-18 Last updated: 2015-06-16Bibliographically approved

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fulltext(779 kB)867 downloads
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CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • 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