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Record W2013385108 · doi:10.1198/jasa.2010.tm09757

Estimability and Likelihood Inference for Generalized Linear Mixed Models Using Data Cloning

2010· article· en· W2013385108 on OpenAlexaff
Subhash R. Lele, Khurram Nadeem, Byron Schmuland

Bibliographic record

VenueJournal of the American Statistical Association · 2010
Typearticle
Languageen
FieldMathematics
TopicStatistical Methods and Bayesian Inference
Canadian institutionsNatural Sciences and Engineering Research Council of Canada
Fundersnot available
KeywordsGeneralized linear mixed modelEstimatorLikelihood functionBinary dataRandom effects modelRestricted maximum likelihoodMathematicsQuasi-likelihoodFrequentist inferenceComputer scienceMarkov chain Monte CarloGeneralized linear modelStatisticsPoisson distributionBayesian probabilityBayesian inferenceBinary numberCount dataEstimation theory

Abstract

fetched live from OpenAlex

Maximum likelihood estimation for Generalized Linear Mixed Models (GLMM), an important class of statistical models with substantial applications in epidemiology, medical statistics, and many other fields, poses significant computational difficulties. In this article, we use data cloning, a simple computational method that exploits advances in Bayesian computation, in particular the Markov Chain Monte Carlo method, to obtain maximum likelihood estimators of the parameters in these models. This method also leads to a simple estimator of the asymptotic variance of the maximum likelihood estimators. Determining estimability of the parameters in a mixed model is, in general, a very difficult problem. Data cloning provides a simple graphical test to not only check if the full set of parameters is estimable but also, and perhaps more importantly, if a specified function of the parameters is estimable. One of the goals of mixed models is to predict random effects. We suggest a frequentist method to obtain prediction intervals for random effects. We illustrate data cloning in the GLMM context by analyzing the Logistic–Normal model for over-dispersed binary data, and the Poisson–Normal model for repeated and spatial counts data. We consider Normal–Normal and Binary–Normal mixture models to show how data cloning can be used to study estimability of various parameters. We contend that whenever hierarchical models are used, estimability of the parameters should be checked before drawing scientific inferences or making management decisions. Data cloning facilitates such a check on hierarchical models.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.098
metaresearch head score (Gemma)0.401
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.098
Threshold uncertainty score0.519

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0980.401
Meta-epidemiology (narrow)0.0020.002
Meta-epidemiology (broad)0.0040.005
Bibliometrics0.0040.005
Science and technology studies0.0020.008
Scholarly communication0.0050.008
Open science0.0060.010
Research integrity0.0040.009
Insufficient payload (model declined to judge)0.0040.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.114
GPT teacher head0.438
Teacher spread0.324 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations177
Published2010
Admission routes1
Has abstractyes

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