Get 20M+ Full-Text Papers For Less Than $1.50/day. Start a 7-Day Trial for You or Your Team.

Learn More →

Random effects models with non‐parametric priors

Random effects models with non‐parametric priors We discuss the performance of non‐parametric maximum likelihood (NPML) estimators for the distribution of a univariate random effect in the analysis of longitudinal data. For continuous data, we analyse generated and real data sets, and compare the NPML method to those that assume a Gaussian random effects distribution and to ordinary least squares. For binary outcomes we use generated data to study the moderate and large‐sample performance of the NPML compared with a method based on a Gaussian random effect distribution in logistic regression. We find that estimated fixed effects are compatible for all approaches, but that appropriate standard errors for the NPML require adjusting the likelihood‐based standard errors. We conclude that the non‐parametric approach provides an attractive alternative to Gaussian‐based methods, though additional evaluations are necessary before it can be recommended for general use. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Statistics in Medicine Wiley

Random effects models with non‐parametric priors

Statistics in Medicine , Volume 11 (14‐15) – Jan 1, 1992

Loading next page...
 
/lp/wiley/random-effects-models-with-non-parametric-priors-hRoTkQ02WS

References (43)

Publisher
Wiley
Copyright
Copyright © 1992 John Wiley & Sons, Ltd.
ISSN
0277-6715
eISSN
1097-0258
DOI
10.1002/sim.4780111416
Publisher site
See Article on Publisher Site

Abstract

We discuss the performance of non‐parametric maximum likelihood (NPML) estimators for the distribution of a univariate random effect in the analysis of longitudinal data. For continuous data, we analyse generated and real data sets, and compare the NPML method to those that assume a Gaussian random effects distribution and to ordinary least squares. For binary outcomes we use generated data to study the moderate and large‐sample performance of the NPML compared with a method based on a Gaussian random effect distribution in logistic regression. We find that estimated fixed effects are compatible for all approaches, but that appropriate standard errors for the NPML require adjusting the likelihood‐based standard errors. We conclude that the non‐parametric approach provides an attractive alternative to Gaussian‐based methods, though additional evaluations are necessary before it can be recommended for general use.

Journal

Statistics in MedicineWiley

Published: Jan 1, 1992

There are no references for this article.