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Normal or gamma random effects? [推广有奖]

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ReneeBK 发表于 2014-4-13 11:26:03 |AI写论文

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Dear list,

For mortality data, children (level 1) within families (level 2), I would like to compare the fit of a logistic regr. model using normally distributed random effects with a model using a skewed random effect distribution, like a gamma distribution. What software could you recommend me to make such comparison? Thanks for any help,




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关键词:effects Effect normal random gamma normal

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ReneeBK 发表于 2014-4-13 11:26:27
Comment re SAS only:

A logit-normal assumption is easily addressed in GLIMMIX and, with a little more effort, NLMIXED.  Also MCMC.  At least as of a couple years ago or so, SAS didn't have an easy way of fitting a binomial-gamma mixture in a likelihood setting.  But see

  • Nelson KP, SR Lipsitz, GM Fitzmaurice, J Ibrahim, M Parzen and R Strawderman. 2006. Use of the probability integral transformation to fit nonlinear mixed-effects models with nonnormal random effects. J Computational Graphical Statistics 15: 39-57.
  • NLMIXED and MCMC code for fitting both models may in principal be obtained by eliminating zero-inflation terms from code at http://www.umesc.usgs.gov/staff/bios/bgray/code/zibsas.html

藤椅
ReneeBK 发表于 2014-4-13 11:28:15
Thanks for pointing me to SAS and the paper. It's probably not as simple/common as I thought. Also there's the hglm package in R, which seems to enable gamma-distributed random effects, but I'm not sure what "h-likelihood" means and whether it could be used to compare models with different random effect distribution. So, may be I'll have to purchase a new license for SAS. Best regards,

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