Revistes Publicacions URV: SORT - Statistics and Operations Research Transactions> 2015

Parameter estimation of Poisson generalized linear mixed models based on three different statistical principles: a simulation study

  • Dades identificatives

    Identificador: RP:2435
    Autors:
    Rönnegård, LarsCarrasco, Josep LluísLangohr, KlausCasals, Martí
    Resum:
    Generalized linear mixed models are flexible tools for modeling non-normal data and are usefulfor accommodating overdispersion in Poisson regression models with random effects. Theirmain difficulty resides in the parameter estimation because there is no analytic solution for themaximization of the marginal likelihood. Many methods have been proposed for this purpose andmany of them are implemented in software packages. The purpose of this study is to comparethe performance of three different statistical principles –marginal likelihood, extended likelihood,Bayesian analysis – via simulation studies. Real data on contact wrestling are used for illustration.
  • Altres:

    Autor/s de la URV: Rönnegård, Lars Carrasco, Josep Lluís Langohr, Klaus Casals, Martí
    Paraules clau: Estimation methods, overdispersion, Poisson generalized linear mixed models, simulation study, statistical principles, sport injuries
    Resum: Generalized linear mixed models are flexible tools for modeling non-normal data and are usefulfor accommodating overdispersion in Poisson regression models with random effects. Theirmain difficulty resides in the parameter estimation because there is no analytic solution for themaximization of the marginal likelihood. Many methods have been proposed for this purpose andmany of them are implemented in software packages. The purpose of this study is to comparethe performance of three different statistical principles –marginal likelihood, extended likelihood,Bayesian analysis – via simulation studies. Real data on contact wrestling are used for illustration.
    Any de publicació de la revista: 2015
    Tipus de publicació: info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/article
  • Paraules clau:

    Estimation methods, overdispersion, Poisson generalized linear mixed models, simulation study, statistical principles, sport injuries
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