Designs for generalized linear models with random block effects via information matrix approximations

作者: T. W. Waite , D. C. Woods

DOI: 10.1093/BIOMET/ASV005

关键词: Generalized linear mixed modelMathematical optimizationFisher informationGeneralized linear modelMathematicsKrigingOptimal designInterpolationMarginal modelMonte Carlo method

摘要: SUMMARY The selection of optimal designs for generalized linear mixed models is complicated by the fact thattheFisherinformationmatrix,onwhichmostoptimalitycriteriadepend,iscomputationally expensive to evaluate. We provide two novel approximations that reduce computational cost evaluating information matrix complete enumeration response outcomes, or Monte Carlo thereof: an asymptotic approximation accurate when there strong dependence between observations in same block; and via kriging interpolators. For logistic random intercept models, we show how interpolation can be especially effective finding pseudo-Bayesian incorporate uncertainty values model parameters. new results are used evaluate efficiency, estimating conditional from closed-form derived marginal models. Correcting attenuation parameters binary-response yields much improved designs, typically with very high efficiencies. However, some experiments exhibiting dependence, may still inefficient forconditionalmodelling.Ourasymptoticresultsprovidesometheoreticalinsightsintowhysuch inefficiencies occur.

参考文章(28)
P. J. Cheek, P. McCullagh, J. A. Nelder, Generalized Linear Models, 2nd Edn. Applied Statistics. ,vol. 39, pp. 385- 386 ,(1990) , 10.2307/2347392
Peter McCullagh, John Ashworth Nelder, Generalized Linear Models ,(1983)
S.M. Lewis, D.C. Woods, K.G. Russell, J.A. Eccleston, D-OPTIMAL DESIGNS FOR POISSON REGRESSION MODELS Statistica Sinica. ,vol. 19, pp. 721- 730 ,(2009)
Peter Goos, Martina Vandebroek, D -optimal response surface designs in the presence of random block effects Computational Statistics & Data Analysis. ,vol. 37, pp. 433- 453 ,(2001) , 10.1016/S0167-9473(01)00010-X
A. ALBERT, J. A. ANDERSON, On the existence of maximum likelihood estimates in logistic regression models Biometrika. ,vol. 71, pp. 1- 10 ,(1984) , 10.1093/BIOMET/71.1.1
Scott L. Zeger, Kung-Yee Liang, Paul S. Albert, Models for longitudinal data: a generalized estimating equation approach. Biometrics. ,vol. 44, pp. 1049- 1060 ,(1988) , 10.2307/2531734
D. C Woods, S. M Lewis, J. A Eccleston, K. G Russell, Designs for Generalized Linear Models With Several Variables and Model Uncertainty Technometrics. ,vol. 48, pp. 284- 292 ,(2006) , 10.1198/004017005000000571
David C. Woods, Peter van de Ven, Blocked Designs for Experiments With Correlated Non-Normal Response Technometrics. ,vol. 53, pp. 173- 182 ,(2011) , 10.1198/TECH.2011.09197
N. E. Breslow, D. G. Clayton, Approximate inference in generalized linear mixed models Journal of the American Statistical Association. ,vol. 88, pp. 9- 25 ,(1993) , 10.1080/01621459.1993.10594284
Mehrdad Niaparast, On optimal design for a Poisson regression model with random intercept Statistics & Probability Letters. ,vol. 79, pp. 741- 747 ,(2009) , 10.1016/J.SPL.2008.10.035