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Effects on Regression Estimates under Misspecified Generalized Linear Mixed Models for Counts Data
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  • Effects on Regression Estimates under Misspecified Generalized Linear Mixed Models for Counts Data
  • Effects on Regression Estimates under Misspecified Generalized Linear Mixed Models for Counts Data
저자명
Jeong. Kwang Mo
간행물명
응용통계연구
권/호정보
2012년|25권 6호|pp.1037-1047 (11 pages)
발행정보
한국통계학회
파일정보
정기간행물|ENG|
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이 논문은 한국과학기술정보연구원과 논문 연계를 통해 무료로 제공되는 원문입니다.
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기타언어초록

The generalized linear mixed model(GLMM) is widely used in fitting categorical responses of clustered data. In the numerical approximation of likelihood function the normality is assumed for the random effects distribution; subsequently, the commercial statistical packages also routinely fit GLMM under this normality assumption. We may also encounter departures from the distributional assumption on the response variable. It would be interesting to investigate the impact on the estimates of parameters under misspecification of distributions; however, there has been limited researche on these topics. We study the sensitivity or robustness of the maximum likelihood estimators(MLEs) of GLMM for counts data when the true underlying distribution is normal, gamma, exponential, and a mixture of two normal distributions. We also consider the effects on the MLEs when we fit Poisson-normal GLMM whereas the outcomes are generated from the negative binomial distribution with overdispersion. Through a small scale Monte Carlo study we check the empirical coverage probabilities of parameters and biases of MLEs of GLMM.