• Title/Summary/Keyword: Linear mixed effect model

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Review of Spatial Linear Mixed Models for Non-Gaussian Outcomes (공간적 상관관계가 존재하는 이산형 자료를 위한 일반화된 공간선형 모형 개관)

  • Park, Jincheol
    • The Korean Journal of Applied Statistics
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    • v.28 no.2
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    • pp.353-360
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    • 2015
  • Various statistical models have been proposed over the last decade for spatially correlated Gaussian outcomes. The spatial linear mixed model (SLMM), which incorporates a spatial effect as a random component to the linear model, is the one of the most widely used approaches in various application contexts. Employing link functions, SLMM can be naturally extended to spatial generalized linear mixed model for non-Gaussian outcomes (SGLMM). We review popular SGLMMs on non-Gaussian spatial outcomes and demonstrate their applications with available public data.

Simulation Study on Model Selection Based on AIC under Unbalanced Design in Linear Mixed Effect Models (불균형 자료에서 AIC를 이용한 선형혼합모형 선택법의 효율에 대한 모의실험 연구)

  • Lee, Yong-Hee
    • The Korean Journal of Applied Statistics
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    • v.23 no.6
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    • pp.1169-1178
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    • 2010
  • This article consider a performance model selection based on AIC under unbalanced deign in linear mixed effect models. Vaida and Balanchard (2005) proposed conditional AIC for model selection in linear mixed effect models when the prediction of random effects is of primary interest. Theoretical properties of cAIC and related criteria have been investigated by Liang et al. (2008) and Greven and Kneib (2010). However, all of the simulation studies were performed under a balanced design. Even though functional form of AIC remain same even under the unbalanced deign, it is worthwhile to investigate performance of AIC based model selection criteria under the unbalanced design. The simulation study in this article shows how unbalancedness affects model selection in linear mixed effect models.

A General Mixed Linear Model with Left-Censored Data

  • Ha, Il-Do
    • Communications for Statistical Applications and Methods
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    • v.15 no.6
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    • pp.969-976
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    • 2008
  • Mixed linear models have been widely used in various correlated data including multivariate survival data. In this paper we extend hierarchical-likelihood(h-likelihood) approach for mixed linear models with right censored data to that for left censored data. We also allow a general random-effect structure and propose the estimation procedure. The proposed method is illustrated using a numerical data set and is also compared with marginal likelihood method.

Improved Algorithm for Case-Deletion Diagnostic in Mixed Linear Models

  • Lee, Jang-Teak
    • Communications for Statistical Applications and Methods
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    • v.7 no.3
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    • pp.677-686
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    • 2000
  • Outliers may occur with respect to any of the random components in mixed linear models. We develop a use of simple, inexpensive updating formulas to consider the effect of case-deletion for mixed linear models. The method described here requires inversions of an n x n matrix, where n is the number of nonempty cells. A numerical example illustrates the use of computational formulas.

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Efficient Prediction in the Semi-parametric Non-linear Mixed effect Model

  • So, Beong-Soo
    • Journal of the Korean Statistical Society
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    • v.28 no.2
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    • pp.225-234
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    • 1999
  • We consider the following semi-parametric non-linear mixed effect regression model : y\ulcorner=f($\chi$\ulcorner;$\beta$)+$\sigma$$\mu$($\chi$\ulcorner)+$\sigma$$\varepsilon$\ulcorner,i=1,…,n,y*=f($\chi$;$\beta$)+$\sigma$$\mu$($\chi$) where y'=(y\ulcorner,…,y\ulcorner) is a vector of n observations, y* is an unobserved new random variable of interest, f($\chi$;$\beta$) represents fixed effect of known functional form containing unknown parameter vector $\beta$\ulcorner=($\beta$$_1$,…,$\beta$\ulcorner), $\mu$($\chi$) is a random function of mean zero and the known covariance function r(.,.), $\varepsilon$'=($\varepsilon$$_1$,…,$\varepsilon$\ulcorner) is the set of uncorrelated measurement errors with zero mean and unit variance and $\sigma$ is an unknown dispersion(scale) parameter. On the basis of finite-sample, small-dispersion asymptotic framework, we derive an absolute lower bound for the asymptotic mean squared errors of prediction(AMSEP) of the regular-consistent non-linear predictors of the new random variable of interest y*. Then we construct an optimal predictor of y* which attains the lower bound irrespective of types of distributions of random effect $\mu$(.) and measurement errors $\varepsilon$.

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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.

A Study of HME Model in Time-Course Microarray Data

  • Myoung, Sung-Min;Kim, Dong-Geon;Jo, Jin-Nam
    • The Korean Journal of Applied Statistics
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    • v.25 no.3
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    • pp.415-422
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    • 2012
  • For statistical microarray data analysis, clustering analysis is a useful exploratory technique and offers the promise of simultaneously studying the variation of many genes. However, most of the proposed clustering methods are not rigorously solved for a time-course microarray data cluster and for a fitting time covariate; therefore, a statistical method is needed to form a cluster and represent a linear trend of each cluster for each gene. In this research, we developed a modified hierarchical mixture of an experts model to suggest clustering data and characterize each cluster using a linear mixed effect model. The feasibility of the proposed method is illustrated by an application to the human fibroblast data suggested by Iyer et al. (1999).

Testing Independence in Contingency Tables with Clustered Data (집락자료의 분할표에서 독립성검정)

  • 정광모;이현영
    • The Korean Journal of Applied Statistics
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    • v.17 no.2
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    • pp.337-346
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    • 2004
  • The Pearson chi-square goodness-of-fit test and the likelihood ratio tests are usually used for testing independence in two-way contingency tables under random sampling. But both of these tests may provide false results for the contingency table with clustered observations. In this case we consider the generalized linear mixed model which includes random effects of clustering in addition to the fixed effects of covariates. Both the heterogeneity between clusters and the dependency within a cluster can be explained via generalized linear mixed model. In this paper we introduce several types of generalized linear mixed model for testing independence in contingency tables with clustered observations. We also discuss the fitting of these models through a real dataset.

Dirichlet Process Mixtures of Linear Mixed Regressions

  • Kyung, Minjung
    • Communications for Statistical Applications and Methods
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    • v.22 no.6
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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.

Use of Generalized Linear Mixed Model for Pest Density in Repeated Measurement Data

  • Park, Heung-Sun;Cho, Ki-Jong
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.05a
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    • pp.69-74
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    • 2003
  • The estimation of pest density is a prime concern of Integrated Pest Management (IPM) because the success of artificial intervention such as spraying pestcides or natural enemies depends on pest density. Also, the spatial pattern of pest population within plants or plots has been studies in various ways. In this study, we applied generalized linear mixed model to Tetranychus urticae Koch , two-spotted spider mite count in glasshouse grown roses. For this analysis, the subject-specific as well as pupulation-averaged approaches are used.

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