AI & ML
Computation of Maximum Likelihood Estimates for Multiresponse Generalized Linear Mixed Models with Non-nested, Correlated Random Effects
arXiv stat.CO0 views
arXiv:1403.7676v2 Announce Type: replace Abstract: Estimation of generalized linear mixed models (GLMMs) with non-nested random effects structures requires approximation of high-dimensional integrals. Many existing methods are tailored to the low-dimensional integrals produced by nested designs. We explore the modifications that are required in order to adapt an EM algorithm with first-order and fully exponential Laplace approximations to a non-nested, multiple response model. The equations in the estimation routine are expressed as functions of the first four derivatives of the conditional log likelihood of an arbitrary GLMM, providing a template for future applications. We apply the method to a joint Poisson-binary model for ranking sporting teams, and discuss the estimation of a correlated random effects model designed to evaluate the sensitivity of value-added models for teacher evaluation to assumptions about the missing data process. Source code in R is provided in the online supplementary material.
Source:https://arxiv.org/abs/1403.7676PreviousDimension-free regimes for unadjusted Langevin in ridge-separable models: A subspace robust Wasserstein analysisNextA General Framework for Importance Sampling with Markov Random Walks
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