scholarly journals Within- and Between-cluster Effects in Generalized Linear Mixed Models: A Discussion of Approaches and the Xthybrid command

Author(s):  
Reinhard Schunck ◽  
Francisco Perales

One typically analyzes clustered data using random- or fixed-effects models. Fixed-effects models allow consistent estimation of the effects of level-one variables, even if there is unobserved heterogeneity at level two. However, these models cannot estimate the effects of level-two variables. Hybrid and correlated random-effects models are flexible modeling specifications that separate within-and between-cluster effects and allow for both consistent estimation of level-one effects and inclusion of level-two variables. In this article, we elaborate on the separation of within- and between-cluster effects in generalized linear mixed models. These models present a unifying framework for an entire class of models whose response variables follow a distribution from the exponential family (for example, linear, logit, probit, ordered probit and logit, Poisson, and negative binomial models). We introduce the user-written command xthybrid, a shell for the meglm command. xthybrid can fit a variety of hybrid and correlated random-effects models.

2015 ◽  
Vol 26 (3) ◽  
pp. 1373-1388 ◽  
Author(s):  
Wei Liu ◽  
Norberto Pantoja-Galicia ◽  
Bo Zhang ◽  
Richard M Kotz ◽  
Gene Pennello ◽  
...  

Diagnostic tests are often compared in multi-reader multi-case (MRMC) studies in which a number of cases (subjects with or without the disease in question) are examined by several readers using all tests to be compared. One of the commonly used methods for analyzing MRMC data is the Obuchowski–Rockette (OR) method, which assumes that the true area under the receiver operating characteristic curve (AUC) for each combination of reader and test follows a linear mixed model with fixed effects for test and random effects for reader and the reader–test interaction. This article proposes generalized linear mixed models which generalize the OR model by incorporating a range-appropriate link function that constrains the true AUCs to the unit interval. The proposed models can be estimated by maximizing a pseudo-likelihood based on the approximate normality of AUC estimates. A Monte Carlo expectation-maximization algorithm can be used to maximize the pseudo-likelihood, and a non-parametric bootstrap procedure can be used for inference. The proposed method is evaluated in a simulation study and applied to an MRMC study of breast cancer detection.


Data ◽  
2020 ◽  
Vol 5 (1) ◽  
pp. 6 ◽  
Author(s):  
Alberto Gianinetti

Germination data are discrete and binomial. Although analysis of variance (ANOVA) has long been used for the statistical analysis of these data, generalized linear mixed models (GzLMMs) provide a more consistent theoretical framework. GzLMMs are suitable for final germination percentages (FGP) as well as longitudinal studies of germination time-courses. Germination indices (i.e., single-value parameters summarizing the results of a germination assay by combining the level and rapidity of germination) and other data with a Gaussian error distribution can be analyzed too. There are, however, different kinds of GzLMMs: Conditional (i.e., random effects are modeled as deviations from the general intercept with a specific covariance structure), marginal (i.e., random effects are modeled solely as a variance/covariance structure of the error terms), and quasi-marginal (some random effects are modeled as deviations from the intercept and some are modeled as a covariance structure of the error terms) models can be applied to the same data. It is shown that: (a) For germination data, conditional, marginal, and quasi-marginal GzLMMs tend to converge to a similar inference; (b) conditional models are the first choice for FGP; (c) marginal or quasi-marginal models are more suited for longitudinal studies, although conditional models lead to a congruent inference; (d) in general, common random factors are better dealt with as random intercepts, whereas serial correlation is easier to model in terms of the covariance structure of the error terms; (e) germination indices are not binomial and can be easier to analyze with a marginal model; (f) in boundary conditions (when some means approach 0% or 100%), conditional models with an integral approximation of true likelihood are more appropriate; in non-boundary conditions, (g) germination data can be fitted with default pseudo-likelihood estimation techniques, on the basis of the SAS-based code templates provided here; (h) GzLMMs are remarkably good for the analysis of germination data except if some means are 0% or 100%. In this case, alternative statistical approaches may be used, such as survival analysis or linear mixed models (LMMs) with transformed data, unless an ad hoc data adjustment in estimates of limit means is considered, either experimentally or computationally. This review is intended as a basic tutorial for the application of GzLMMs, and is, therefore, of interest primarily to researchers in the agricultural sciences.


2018 ◽  
Vol 2018 ◽  
pp. 1-8 ◽  
Author(s):  
Yuan-tao Xie ◽  
Zheng-xiao Li ◽  
Rahul A. Parsa

In nonlife actuarial science, credibility models are one of the main methods of experience ratemaking. Bühlmann-Straub credibility model can be expressed as a special case of linear mixed models (LMMs) with the underlying assumption of normality. In this paper, we extend the assumption of Bühlmann-Straub model to include Poisson and negative binomial distributions as they are more appropriate for describing the distribution of a number of claims. By using the framework of generalized linear mixed models (GLMMs), we obtain the generalized credibility premiums that contain as particular cases another credibility premium in the literature. Compared to generalized linear mixed models, our extended credibility models also have an advantage in that the credibility factor falls into the range from 0 to 1. The performance of our models in comparison with an existing model in the literature is also evaluated through numerical studies, which shows that our approach produces premium estimates close to the optima. In addition, our proposed model can also be applied to the most commonly used ratemaking approach, namely, the net, the optimal Bonus-Malus system.


PLoS ONE ◽  
2020 ◽  
Vol 15 (11) ◽  
pp. e0242073
Author(s):  
Xinyan Zhang ◽  
Boyi Guo ◽  
Nengjun Yi

Motivation The human microbiome is variable and dynamic in nature. Longitudinal studies could explain the mechanisms in maintaining the microbiome in health or causing dysbiosis in disease. However, it remains challenging to properly analyze the longitudinal microbiome data from either 16S rRNA or metagenome shotgun sequencing studies, output as proportions or counts. Most microbiome data are sparse, requiring statistical models to handle zero-inflation. Moreover, longitudinal design induces correlation among the samples and thus further complicates the analysis and interpretation of the microbiome data. Results In this article, we propose zero-inflated Gaussian mixed models (ZIGMMs) to analyze longitudinal microbiome data. ZIGMMs is a robust and flexible method which can be applicable for longitudinal microbiome proportion data or count data generated with either 16S rRNA or shotgun sequencing technologies. It can include various types of fixed effects and random effects and account for various within-subject correlation structures, and can effectively handle zero-inflation. We developed an efficient Expectation-Maximization (EM) algorithm to fit the ZIGMMs by taking advantage of the standard procedure for fitting linear mixed models. We demonstrate the computational efficiency of our EM algorithm by comparing with two other zero-inflated methods. We show that ZIGMMs outperform the previously used linear mixed models (LMMs), negative binomial mixed models (NBMMs) and zero-inflated Beta regression mixed model (ZIBR) in detecting associated effects in longitudinal microbiome data through extensive simulations. We also apply our method to two public longitudinal microbiome datasets and compare with LMMs and NBMMs in detecting dynamic effects of associated taxa.


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