Practical likelihood analysis for spatial generalized linear mixed models

被引:13
作者
Bonat, Wagner Hugo [1 ,2 ]
Ribeiro, Paulo Justiniano, Jr. [1 ]
机构
[1] Univ Fed Parana, Dept Stat, BR-80060000 Curitiba, Parana, Brazil
[2] Univ Southern Denmark, Dept Math & Comp Sci, Odense, Denmark
关键词
spatial data; likelihood inference; Laplace approximation; random effects; APPROXIMATE BAYESIAN-INFERENCE; MAXIMUM-LIKELIHOOD; BIAS CORRECTION; PREDICTION;
D O I
10.1002/env.2375
中图分类号
X [环境科学、安全科学];
学科分类号
08 ; 0830 ;
摘要
We investigate an algorithm for maximum likelihood estimation of spatial generalized linear mixed models based on the Laplace approximation. We compare our algorithm with a set of alternative approaches for two datasets from the literature. The Rhizoctonia root rot and the Rongelap are, respectively, examples of binomial and count datasets modeled by spatial generalized linear mixed models. Our results show that the Laplace approximation provides similar estimates to Markov Chain Monte Carlo likelihood, Monte Carlo expectation maximization, and modified Laplace approximation. Some advantages of Laplace approximation include the computation of the maximized log-likelihood value, which can be used for model selection and tests, and the possibility to obtain realistic confidence intervals for model parameters based on profile likelihoods. The Laplace approximation also avoids the tuning of algorithms and convergence analysis, commonly required by simulation-based methods. Copyright (c) 2015 John Wiley & Sons, Ltd.
引用
收藏
页码:83 / 89
页数:7
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