• Title/Summary/Keyword: Hierarchical generalized linear Models

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A Method of Obtaning Least Squares Estimators of Estimable Functions in Classification Linear Models

  • Kim, Byung-Hwee;Chang, In-Hong;Dong, Kyung-Hwa
    • Journal of the Korean Statistical Society
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    • v.28 no.2
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    • pp.183-193
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    • 1999
  • In the problem of estimating estimable functions in classification linear models, we propose a method of obtaining least squares estimators of estimable functions. This method is based on the hierarchical Bayesian approach for estimating a vector of unknown parameters. Also, we verify that estimators obtained by our method are identical to least squares estimators of estimable functions obtained by using either generalized inverses or full rank reparametrization of the models. Some examples are given which illustrate our results.

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Mixed Linear Models with Censored Data

  • Ha, Il-do;Lee, Youngjo-;Song, Jae-Kee
    • Journal of the Korean Statistical Society
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    • v.28 no.2
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    • pp.211-223
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    • 1999
  • We propose a simple estimation procedure in the mixed linear models with censored normal data, using both Buckly and James(1979) type pseudo random variables and Lee and Nelder's(1996) estimation procedure. The proposed method is illustrated with the matched pairs data in Pettitt(1986).

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On prediction of random effects in log-normal frailty models

  • Ha, Il-Do;Cho, Geon-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.1
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    • pp.203-209
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    • 2009
  • Frailty models are useful for the analysis of correlated and/or heterogeneous survival data. However, the inferences of fixed parameters, rather than random effects, have been mainly studied. The prediction (or estimation) of random effects is also practically useful to investigate the heterogeneity of the hospital or patient effects. In this paper we propose how to extend the prediction method for random effects in HGLMs (hierarchical generalized linear models) to log-normal semiparametric frailty models with nonparametric baseline hazard. The proposed method is demonstrated by a simulation study.

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The Use of Joint Hierarchical Generalized Linear Models: Application to Multivariate Longitudinal Data (결합 다단계 일반화 선형모형을 이용한 다변량 경시적 자료 분석)

  • Lee, Donghwan;Yoo, Jae Keun
    • The Korean Journal of Applied Statistics
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    • v.28 no.2
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    • pp.335-342
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    • 2015
  • Joint hierarchical generalized linear models proposed by Molas et al. (2013) extend the simple longitudinal model into multiple models fitted jointly. It can easily handle the correlation of multivariate longitudinal data. In this paper, we apply this method to analyze KoGES cohort dataset. Fixed unknown parameters, random effects and variance components are estimated based on a standard framework of h-likelihood theory. Furthermore, based on the conditional Akaike information criterion the correlated covariance structure of random-effect model is selected rather than an independent structure.

Review of Mixed-Effect Models (혼합효과모형의 리뷰)

  • Lee, Youngjo
    • The Korean Journal of Applied Statistics
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    • v.28 no.2
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    • pp.123-136
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    • 2015
  • Science has developed with great achievements after Galileo's discovery of the law depicting a relationship between observable variables. However, many natural phenomena have been better explained by models including unobservable random effects. A mixed effect model was the first statistical model that included unobservable random effects. The importance of the mixed effect models is growing along with the advancement of computational technologies to infer complicated phenomena; subsequently mixed effect models have extended to various statistical models such as hierarchical generalized linear models. Hierarchical likelihood has been suggested to estimate unobservable random effects. Our special issue about mixed effect models shows how they can be used in statistical problems as well as discusses important needs for future developments. Frequentist and Bayesian approaches are also investigated.

Hierarchical Bayes Analysis of Longitudinal Poisson Count Data

  • Kim, Dal-Ho;Shin, Im-Hee;Choi, In-Sun
    • Journal of the Korean Data and Information Science Society
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    • v.13 no.2
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    • pp.227-234
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    • 2002
  • In this paper, we consider hierarchical Bayes generalized linear models for the analysis of longitudinal count data. Specifically we introduce the hierarchical Bayes random effects models. We discuss implementation of the Bayes procedures via Markov chain Monte Carlo (MCMC) integration techniques. The hierarchical Baye method is illustrated with a real dataset and is compared with other statistical methods.

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A HGLM framework for Meta-Analysis of Clinical Trials with Binary Outcomes

  • Ha, Il-Do
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.4
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    • pp.1429-1440
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    • 2008
  • In a meta-analysis combining the results from different clinical trials, it is important to consider the possible heterogeneity in outcomes between trials. Such variations can be regarded as random effects. Thus, random-effect models such as HGLMs (hierarchical generalized linear models) are very useful. In this paper, we propose a HGLM framework for analyzing the binominal response data which may have variations in the odds-ratios between clinical trials. We also present the prediction intervals for random effects which are in practice useful to investigate the heterogeneity of the trial effects. The proposed method is illustrated with a real-data set on 22 trials about respiratory tract infections. We further demonstrate that an appropriate HGLM can be confirmed via model-selection criteria.

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Second-Order REML for Random Effects Models

  • Ha, Il-Do;Cho, Geon-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.12 no.1
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    • pp.19-25
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    • 2001
  • Random effects models which describe the dependence via random effects in various correlated data have recently received considerable attention in the biomedical literature. They include mixed linear models (MLMs), generatized linear mixed models (GLMMS) and hierarchical generalized linear models (HGLMs). For the inference Lee and Nelder (2000) proposed the first-and second-order REML (restricted maximum likelihood) methods based on hierarchical-likelihood of tee and Welder (1996). In this paper, for Poisson-gamma HGLMs the new methods are theoretically compared with marginal likelihood methods and both methods are illustrated by two practical examples.

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Modelling Heterogeneity in Fertility for Analysis of Variety Trials (밭의 비옥도를 고려한 품종실험 분석)

  • 윤성철;강위창;이영조;임용빈
    • The Korean Journal of Applied Statistics
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    • v.11 no.2
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    • pp.423-433
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    • 1998
  • In agricultural field experiments, the completely randomized block design is often used for the analysis of variety trials. An important assumption is that every experimental unit in each block has the some fertility. But, in most agricultural field experiments there often exists a systematic heterogeneity in fertility among the experimental units. To account for the heterogeneity, we propose to use the hierarchical generalized linear models. We compare our analysis of the data from Scottish Agricultural colleges list with that using Markov chain Monte Carlo method.

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