Estimation and prediction of a generalized mixed-effects model with t-process for longitudinal correlated binary data

被引:2
|
作者
Cao, Chunzheng [1 ]
He, Ming [1 ]
Shi, Jian Qing [2 ,3 ]
Liu, Xin [1 ]
机构
[1] Nanjing Univ Informat Sci & Technol, Sch Math & Stat, Nanjing, Peoples R China
[2] Southern Univ Sci & Technol, Dept Stat & Data Sci, Coll Sci, Shenzhen, Peoples R China
[3] Newcastle Univ, Sch Math Stat & Phys, Newcastle Upon Tyne, Tyne & Wear, England
基金
中国国家自然科学基金;
关键词
Functional data; Heavy-tailed process; Prediction; Random-effects; Robustness;
D O I
10.1007/s00180-020-01057-0
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We propose a generalized mixed-effects model based on t-process for longitudinal correlated binary data. The correlations among repeated binary outcomes are defined by a latent t-process, which provides a new framework on modeling nonlinear random- effects. The covariance kernel of the process can adaptively capture the subject-specific variations while the heavy-tails of the t-process enable robust inferences. We develop an efficient estimation procedure based on Monte Carlo EM algorithm and a prediction approach through conditional inference. Numerical studies indicate that the estimation and prediction based on the proposed model is robust against outliers compared with Gaussian model. We use the renal anemia and meteorological data as illustrative examples.
引用
收藏
页码:1461 / 1479
页数:19
相关论文
共 48 条
  • [31] A nonlinear mixed-effects model for degradation data obtained from in-service inspections
    Yuan, X. -X.
    Pandey, M. D.
    RELIABILITY ENGINEERING & SYSTEM SAFETY, 2009, 94 (02) : 509 - 519
  • [32] A generalized nonlinear mixed-effects height-diameter model for Norway spruce in mixed-uneven aged stands
    Ciceu, Albert
    Garcia-Duro, Juan
    Seceleanu, Ioan
    Badea, Ovidiu
    FOREST ECOLOGY AND MANAGEMENT, 2020, 477
  • [33] Generalized Linear Mixed Model (GLMM) for the analysis Longitudinal Data with repeated measurements
    Takia, El-Biomy Awad Awad
    INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS & STATISTICS, 2011, 20 (M11): : 86 - 101
  • [34] A generalized interregional nonlinear mixed-effects crown width model for Prince Rupprecht larch in northern China
    Fu, Liyong
    Sharma, Ram P.
    Hao, Kaijie
    Tang, Shouzheng
    FOREST ECOLOGY AND MANAGEMENT, 2017, 389 : 364 - 373
  • [35] Prediction of Individual Tree Diameter Using a Nonlinear Mixed-Effects Modeling Approach and Airborne LiDAR Data
    Fu, Liyong
    Duan, Guangshuang
    Ye, Qiaolin
    Meng, Xiang
    Luo, Peng
    Sharma, Ram P.
    Sun, Hua
    Wang, Guangxing
    Liu, Qingwang
    REMOTE SENSING, 2020, 12 (07)
  • [36] A mixed-effects location scale model for time-to-event data: A smoking behavior application
    Courvoisier, Delphine
    Walls, Theodore A.
    Cheval, Boris
    Hedeker, Donald
    ADDICTIVE BEHAVIORS, 2019, 94 : 42 - 49
  • [37] Two-component mixtures of generalized linear mixed effects models for cluster correlated data
    Hall, DB
    Wang, LH
    STATISTICAL MODELLING, 2005, 5 (01) : 21 - 37
  • [38] Pairwise- and marginal-likelihood estimation for the mixed Rasch model with binary data
    Feddag, M. -L.
    Hardouin, J. -B.
    Sebille, V.
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2012, 82 (03) : 419 - 430
  • [39] Mixed-effects generalized height-diameter model for young silver birch stands on post-agricultural lands
    Bronisz, Karol
    Mehtatalo, Lauri
    FOREST ECOLOGY AND MANAGEMENT, 2020, 460 (460)
  • [40] Extending the mixed-effects model to consider within-subject variance for Ecological Momentary Assessment data
    Nordgren, Rachel
    Hedeker, Donald
    Dunton, Genevieve
    Yang, Chih-Hsiang
    STATISTICS IN MEDICINE, 2020, 39 (05) : 577 - 590