Generalized linear mixed models with binary outcomes;
Random effects;
Direct search method;
Nonparametric maximum likelihood estimation;
CONVERGENCE;
D O I:
10.1016/j.csda.2013.05.014
中图分类号:
TP39 [计算机的应用];
学科分类号:
081203 ;
0835 ;
摘要:
An algorithm that computes nonparametric maximum likelihood estimates of a mixing distribution for a logistic regression model containing random intercepts and slopes is proposed. The algorithm identifies mixing distribution support points as the maxima of the gradient function using a direct search method. The mixing proportions are then estimated through a quadratically convergent method. Two methods for computing the joint maximum likelihood estimates of the fixed effects parameters and the mixing distribution are compared. A simulation study demonstrates the performance of the algorithms and an example using National Basketball Association data is provided. (C) 2013 Elsevier B.V. All rights reserved.
机构:
Univ Calif Riverside, Dept Stat, Riverside, CA 92521 USAUniv Calif Riverside, Dept Stat, Riverside, CA 92521 USA
Ma, Shujie
Racine, Jeffrey S.
论文数: 0引用数: 0
h-index: 0
机构:
McMaster Univ, Dept Econ, Hamilton, ON, Canada
McMaster Univ, Grad Program Stat, Hamilton, ON, Canada
La Trobe Univ, Dept Econ & Finance, Melbourne, Vic, Australia
Amer Univ, Infometr Inst, Washington, DC 20016 USA
Rimini Ctr Econ Anal, Waterloo, ON, CanadaUniv Calif Riverside, Dept Stat, Riverside, CA 92521 USA
Racine, Jeffrey S.
Ullah, Aman
论文数: 0引用数: 0
h-index: 0
机构:
Univ Calif Riverside, Dept Econ, Riverside, CA 92521 USAUniv Calif Riverside, Dept Stat, Riverside, CA 92521 USA
机构:
Univ Grenoble 1, LJK, UMR CNRS 5224, F-38041 Grenoble, France
Univ Paris 05, UMR CNRS 8145, MAPS, Sorbonne Paris Cite, F-75006 Paris, FranceUniv Grenoble 1, LJK, UMR CNRS 5224, F-38041 Grenoble, France