TITLE:
Statistical Inference in Generalized Linear Mixed Models by Joint Modelling Mean and Covariance of Non-Normal Random Effects
AUTHORS:
Yin Chen, Yu Fei, Jianxin Pan
KEYWORDS:
Generalized Linear Mixed Models, Multivariate t Distribution, Multivariate Mixture Normal Distribution, Quasi-Monte Carlo, Newton-Raphson, Joint Modelling of Mean and Covariance
JOURNAL NAME:
Open Journal of Statistics,
Vol.5 No.6,
October
23,
2015
ABSTRACT: Generalized linear mixed models (GLMMs) are typically constructed by incorporating random effects into the linear predictor. The random effects are usually assumed to be normally distributed with mean zero and variance-covariance identity matrix. In this paper, we propose to release random effects to non-normal distributions and discuss how to model the mean and covariance structures in GLMMs simultaneously. Parameter estimation is solved by using Quasi-Monte Carlo (QMC) method through iterative Newton-Raphson (NR) algorithm very well in terms of accuracy and stabilization, which is demonstrated by real binary salamander mating data analysis and simulation studies.