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An estimation method for the semiparametric mixed effects model.

H Tao·M Palta·B S Yandell·M A Newton
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Abstract

A semiparametric mixed effects regression model is proposed for the analysis of clustered or longitudinal data with continuous, ordinal, or binary outcome. The common assumption of Gaussian random effects is relaxed by using a predictive recursion method (Newton and Zhang, 1999) to provide a nonparametric smooth density estimate. A new strategy is introduced to accelerate the algorithm. Parameter estimates are obtained by maximizing the marginal profile likelihood by Powell's conjugate direction search method. Monte Carlo results are presented to show that the method can improve the mean squared error of the fixed effects estimators when the random effects distribution is not Gaussian. The usefulness of visualizing the random effects density itself is illustrated in the analysis of data from the Wisconsin Sleep Survey. The proposed estimation procedure is computationally feasible for quite large data sets.

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BiometryData CollectionHumansLongitudinal StudiesModels, StatisticalRegression AnalysisSleep Wake DisordersSnoringJournal ArticleResearch Support, U.S. Gov't, P.H.S.

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H Tao, M Palta, B S Yandell, M A Newton. 1999. An estimation method for the semiparametric mixed effects model.. https://doi.org/10.1111/j.0006-341x.1999.00102.x

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