Semi-parametric estimation of random effects in a logistic regression model using conditional inference
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Semi-parametric estimation of random effects in a logistic regression model using conditional inference. / Petersen, Jørgen Holm.
I: Statistics in Medicine, Bind 35, Nr. 1, 15.01.2016, s. 41-52.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
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TY - JOUR
T1 - Semi-parametric estimation of random effects in a logistic regression model using conditional inference
AU - Petersen, Jørgen Holm
N1 - Copyright © 2015 John Wiley & Sons, Ltd.
PY - 2016/1/15
Y1 - 2016/1/15
N2 - This paper describes a new approach to the estimation in a logistic regression model with two crossed random effects where special interest is in estimating the variance of one of the effects while not making distributional assumptions about the other effect. A composite likelihood is studied. For each term in the composite likelihood, a conditional likelihood is used that eliminates the influence of the random effects, which results in a composite conditional likelihood consisting of only one-dimensional integrals that may be solved numerically. Good properties of the resulting estimator are described in a small simulation study.
AB - This paper describes a new approach to the estimation in a logistic regression model with two crossed random effects where special interest is in estimating the variance of one of the effects while not making distributional assumptions about the other effect. A composite likelihood is studied. For each term in the composite likelihood, a conditional likelihood is used that eliminates the influence of the random effects, which results in a composite conditional likelihood consisting of only one-dimensional integrals that may be solved numerically. Good properties of the resulting estimator are described in a small simulation study.
U2 - 10.1002/sim.6611
DO - 10.1002/sim.6611
M3 - Journal article
C2 - 26265116
VL - 35
SP - 41
EP - 52
JO - Statistics in Medicine
JF - Statistics in Medicine
SN - 0277-6715
IS - 1
ER -
ID: 161080361