Joint hierarchical generalized linear models with multivariate Gaussian random effects

2013 ◽  
Vol 68 ◽  
pp. 239-250 ◽  
Author(s):  
Marek Molas ◽  
Maengseok Noh ◽  
Youngjo Lee ◽  
Emmanuel Lesaffre
2012 ◽  
Vol 94 (6) ◽  
pp. 307-317 ◽  
Author(s):  
M. FELLEKI ◽  
D. LEE ◽  
Y. LEE ◽  
A. R. GILMOUR ◽  
L. RÖNNEGÅRD

SummaryThe possibility of breeding for uniform individuals by selecting animals expressing a small response to environment has been studied extensively in animal breeding. Bayesian methods for fitting models with genetic components in the residual variance have been developed for this purpose, but have limitations due to the computational demands. We use the hierarchical (h)-likelihood from the theory of double hierarchical generalized linear models (DHGLM) to derive an estimation algorithm that is computationally feasible for large datasets. Random effects for both the mean and residual variance parts of the model are estimated together with their variance/covariance components. An important feature of the algorithm is that it can fit a correlation between the random effects for mean and variance. An h-likelihood estimator is implemented in the R software and an iterative reweighted least square (IRWLS) approximation of the h-likelihood is implemented using ASReml. The difference in variance component estimates between the two implementations is investigated, as well as the potential bias of the methods, using simulations. IRWLS gives the same results as h-likelihood in simple cases with no severe indication of bias. For more complex cases, only IRWLS could be used, and bias did appear. The IRWLS is applied on the pig litter size data previously analysed by Sorensen & Waagepetersen (2003) using Bayesian methodology. The estimates we obtained by using IRWLS are similar to theirs, with the estimated correlation between the random genetic effects being −0·52 for IRWLS and −0·62 in Sorensen & Waagepetersen (2003).


1997 ◽  
Vol 27 (1) ◽  
pp. 71-82 ◽  
Author(s):  
J.A. Nelder ◽  
R.J. Verrall

AbstractThis paper shows how credibility theory can be encompassed within the theory of Hierarchical Generalized Linear Models. It is shown that credibility estimates are obtained by including random effects in the model. The framework of Hierarchical Generalized Linear Models allows a more extensive range of models to be used than straightforward credibility theory. The model fitting and testing procedures can be carried out using a standard statistical package. Thus, the paper contributes a further range of models which may be useful in a wide range of actuarial applications, including premium rating and claims reserving.


Author(s):  
Youngjo Lee ◽  
John A. Nelder ◽  
Yudi Pawitan

2010 ◽  
Vol 25 (3) ◽  
pp. 325-347 ◽  
Author(s):  
Geert Molenberghs ◽  
Geert Verbeke ◽  
Clarice G. B. Demétrio ◽  
Afrânio M. C. Vieira

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