• 제목/요약/키워드: Linear Mixed Effects Regression

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Analysis of Break in Presence During Game Play Using a Linear Mixed Model

  • Chung, Jae-Yong;Yoon, Hwan-Jin;Gardne, Henry J.
    • ETRI Journal
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    • 제32권5호
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    • pp.687-694
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    • 2010
  • Breaks in presence (BIP) are those moments during virtual environment (VE) exposure in which participants become aware of their real world setting and their sense of presence in the VE becomes disrupted. In this study, we investigate participants' experience when they encounter technical anomalies during game play. We induced four technical anomalies and compared the BIP responses of a navigation mode game to that of a combat mode game. In our analysis, we applied a linear mixed model (LMM) and compared the results with those of a conventional regression model. Results indicate that participants felt varied levels of impact and recovery when experiencing the various technical anomalies. The impact of BIPs was clearly affected by the game mode, whereas recovery appears to be independent of game mode. The results obtained using the LMM did not differ significantly from those obtained using the general regression model; however, it was shown that treatment effects could be improved by consideration of random effects in the regression model.

Effects on Regression Estimates under Misspecified Generalized Linear Mixed Models for Counts Data

  • Jeong, Kwang Mo
    • 응용통계연구
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    • 제25권6호
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    • pp.1037-1047
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    • 2012
  • The generalized linear mixed model(GLMM) is widely used in fitting categorical responses of clustered data. In the numerical approximation of likelihood function the normality is assumed for the random effects distribution; subsequently, the commercial statistical packages also routinely fit GLMM under this normality assumption. We may also encounter departures from the distributional assumption on the response variable. It would be interesting to investigate the impact on the estimates of parameters under misspecification of distributions; however, there has been limited researche on these topics. We study the sensitivity or robustness of the maximum likelihood estimators(MLEs) of GLMM for counts data when the true underlying distribution is normal, gamma, exponential, and a mixture of two normal distributions. We also consider the effects on the MLEs when we fit Poisson-normal GLMM whereas the outcomes are generated from the negative binomial distribution with overdispersion. Through a small scale Monte Carlo study we check the empirical coverage probabilities of parameters and biases of MLEs of GLMM.

Credibility estimation via kernel mixed effects model

  • Shim, Joo-Yong;Kim, Tae-Yoon;Lee, Sang-Yeol;Hwa, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • 제20권2호
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    • pp.445-452
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    • 2009
  • Credibility models are actuarial tools to distribute premiums fairly among a heterogeneous group of policyholders. Many existing credibility models can be expressed as special cases of linear mixed effects models. In this paper we propose a nonlinear credibility regression model by reforming the linear mixed effects model through kernel machine. The proposed model can be seen as prediction method applicable in any setting where repeated measures are made for subjects with different risk levels. Experimental results are then presented which indicate the performance of the proposed estimating procedure.

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Dirichlet Process Mixtures of Linear Mixed Regressions

  • Kyung, Minjung
    • Communications for Statistical Applications and Methods
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    • 제22권6호
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    • pp.625-637
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    • 2015
  • We develop a Bayesian clustering procedure based on a Dirichlet process prior with cluster specific random effects. Gibbs sampling of a normal mixture of linear mixed regressions with a Dirichlet process was implemented to calculate posterior probabilities when the number of clusters was unknown. Our approach (unlike its counterparts) provides simultaneous partitioning and parameter estimation with the computation of the classification probabilities. A Monte Carlo study of curve estimation results showed that the model was useful for function estimation. We find that the proposed Dirichlet process mixture model with cluster specific random effects detects clusters sensitively by combining vague edges into different clusters. Examples are given to show how these models perform on real data.

Longitudinal Patterns of Unmarried Resident Fathers' Engagement with Young Children in the U.S.: Examining the Role of Ethnicity and Extended Family Relationship

  • Lee, Jinhee
    • Child Studies in Asia-Pacific Contexts
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    • 제5권1호
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    • pp.51-62
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    • 2015
  • This study examined the role of ethnicity and extended family relationship in the longitudinal patterns of unmarried resident fathers' engagement with young children in the U.S. Using three waves of panel data from the Fragile Families and Child Wellbeing Study (FFCWS), data obtained from 292 respondents were analyzed by the Linear Mixed Effects Regression (LMER) method. Findings suggested that Black unmarried resident fathers exhibited more engagement with their infants at age one than their White counterparts did, but the initial difference reversed by age five as a result of decreasing engagement among Black fathers over time and comparatively increasing engagement among Whites. Results also suggested that Black unmarried resident fathers with a high relationship level with their extended family members exhibited less engagement with their infants than Black fathers with a low relationship level, but the initial difference reversed by age five as a result of decreasing engagement among Black fathers with a low relationship level over time and comparatively increasing engagement among Black fathers with a high relationship level.

로지스틱 임의선형 혼합모형의 최대우도 추정법 (Maximum likelihood estimation of Logistic random effects model)

  • 김민아;경민정
    • 응용통계연구
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    • 제30권6호
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    • pp.957-981
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    • 2017
  • 관측되지 않는 효과 또는 고정효과로 설명할 수 없는 분산 구조가 포함되어 정확한 모수 추정이 어려운 경우 체계적인 분석을 위해 일반화 선형 모형은 임의효과가 포함된 일반화 선형 혼합 모형으로 확장되었다. 본 연구에서는 일반화 선형 모형 중에서도 이분적인 반응변수를 다루는 로지스틱 회귀모형에 임의효과를 포함한 최대 우도 추정 방법을 설명한다. 그중에서도 라플라스 근사법, 가우스-에르미트 구적법, 적응 가우스-에르미트 구적법 그리고 유사가능도 우도에 대한 최대우도 추정법을 자세히 알아본다. 또한 제안한 방법을 사용하여 한국 복지 패널 데이터에서 정신건강과 생활만족도가 자원봉사활동에 미치는 영향에 대해 분석한다.

Estimating small area proportions with kernel logistic regressions models

  • Shim, Jooyong;Hwang, Changha
    • Journal of the Korean Data and Information Science Society
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    • 제25권4호
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    • pp.941-949
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    • 2014
  • Unit level logistic regression model with mixed effects has been used for estimating small area proportions, which treats the spatial effects as random effects and assumes linearity between the logistic link and the covariates. However, when the functional form of the relationship between the logistic link and the covariates is not linear, it may lead to biased estimators of the small area proportions. In this paper, we relax the linearity assumption and propose two types of kernel-based logistic regression models for estimating small area proportions. We also demonstrate the efficiency of our propose models using simulated data and real data.

Cumulative Sums of Residuals in GLMM and Its Implementation

  • Choi, DoYeon;Jeong, KwangMo
    • Communications for Statistical Applications and Methods
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    • 제21권5호
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    • pp.423-433
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    • 2014
  • Test statistics using cumulative sums of residuals have been widely used in various regression models including generalized linear models(GLM). Recently, Pan and Lin (2005) extended this testing procedure to the generalized linear mixed models(GLMM) having random effects, in which we encounter difficulties in computing the marginal likelihood that is expressed as an integral of random effects distribution. The Gaussian quadrature algorithm is commonly used to approximate the marginal likelihood. Many commercial statistical packages provide an option to apply this type of goodness-of-fit test in GLMs but available programs are very rare for GLMMs. We suggest a computational algorithm to implement the testing procedure in GLMMs by a freely accessible R package, and also illustrate through practical examples.

우도에 기반한 임의효과에 대한 추론과 로지스틱 회귀모형에서의 응용 (Likelihood-Based Inference of Random Effects and Application in Logistic Regression)

  • 김광수
    • 응용통계연구
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    • 제28권2호
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    • pp.269-279
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    • 2015
  • 본 논문에서는 임의효과에 대한 추론 문제가 다루어졌으며 이 추론에서 신뢰분포를 사용하는 것이 제안되었다. 신뢰분포를 이용한 방법은 표본의 크기가 작아도 임의절편들이 있는 로지스틱 회귀분석에서 좋은 결과를 보여주었으며, 자료분석을 통해서도 각 개체가 가지는 임의효과들에 대한 세밀한 분석이 가능함을 확인하였다.

Analysis of periodontal data using mixed effects models

  • Cho, Young Il;Kim, Hae-Young
    • Journal of Periodontal and Implant Science
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    • 제45권1호
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    • pp.2-7
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    • 2015
  • A fundamental problem in analyzing complex multilevel-structured periodontal data is the violation of independency among the observations, which is an assumption in traditional statistical models (e.g., analysis of variance and ordinary least squares regression). In many cases, aggregation (i.e., mean or sum scores) has been employed to overcome this problem. However, the aggregation approach still exhibits certain limitations, such as a loss of power and detailed information, no cross-level relationship analysis, and the potential for creating an ecological fallacy. In order to handle multilevel-structured data appropriately, mixed effects models have been introduced and employed in dental research using periodontal data. The use of mixed effects models might account for the potential bias due to the violation of the independency assumption as well as provide accurate estimates.