题名 | Randomized Quasi-Monte Carlo Estimation in Generalized linear Mixed Models |
作者 | |
发表日期 | 2008 |
会议名称 | 1st Hispano-Moroccan Days on Applied Mathematics and Statistics |
会议录名称 | Proceedings of Hispano-Moroccan Days on Applied Mathematics and Statistics
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会议日期 | 17-19 December 2008 |
会议地点 | Tetouan, Morocco |
摘要 | Generalized linear mixed models (GLMMs)have been developed by extending the standard generalizedlinear models (GLMs) and linear mixed models (LMMs) to accommodate correlated and overdisperseddiscrete data. Their broad applications are useful in various displaces, including medical clinical trail;epidemiologic studies; economics and social science studies. However, parameter estimation is highlychallenging due to the problem of analytically intractable integrated likelihood. Methods developedhave tended to be either computationally efficient but with very biased estimates, e.g., the PQL method(Breslow and Clayton, 1993), or very computationally intensive, e.g., Gibbs sampling (MCMC) (Zegerand Karim, 1991) approach. In this work, we propose to use the so-called Randomized (Scrambled)Quasi-Monte Carlo (RQMC) to solve the integration problem in the GLMMs. We investigate the per-formance of the proposed method by modellin the well-known salamander mating data that involvessix 20-dimensional analytically intractable integrals. We also conduct simulation studies to evaluatethe efficiency of our proposed method. A comparison has also been made with some commonly usedmethods discussed in the literature. |
关键词 | Generalized linear mixed models high-dimensional integrals Randomized Quasi-Monte Carlo method Salamander mating data |
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语种 | 英语English |
文献类型 | 会议论文 |
条目标识符 | https://repository.uic.edu.cn/handle/39GCC9TT/8444 |
专题 | 个人在本单位外知识产出 |
作者单位 | 1.Department of mathematics, college of Science, Qassim university 2.School of Mathematics, University of Manchester, P.O. Box 88, Manchester |
推荐引用方式 GB/T 7714 | Eid Al-Eid,Pan, Jianxin. Randomized Quasi-Monte Carlo Estimation in Generalized linear Mixed Models[C], 2008. |
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