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Record W2029653161 · doi:10.1198/016214504000000340

Robust Analysis of Generalized Linear Mixed Models

2004· article· en· W2029653161 on OpenAlexaff
Sanjoy K. Sinha

Bibliographic record

VenueJournal of the American Statistical Association · 2004
Typearticle
Languageen
FieldMathematics
TopicAdvanced Statistical Methods and Models
Canadian institutionsResearch Manitoba
Fundersnot available
KeywordsGeneralized linear mixed modelOutlierLikelihood functionMathematicsEstimatorGeneralized linear modelM-estimatorApplied mathematicsMaximum likelihoodRestricted maximum likelihoodMonte Carlo methodAlgorithmStatistics

Abstract

fetched live from OpenAlex

The method of maximum likelihood (ML) is widely used for analyzing generalized linear mixed models (GLMM's). A full maximum likelihood analysis requires numerical integration techniques for calculation of the log-likelihood, and to avoid the computational problems involving irreducibly high-dimensional integrals, several maximum likelihood algorithms have been proposed in the literature to estimate the model parameters by approximating the log-likelihood function. Although these likelihood algorithms are useful for fitting the GLMM's efficiently under strict model assumptions, they can be highly influenced by the presence of unusual data points. In this article, the author develops a technique for finding robust maximum likelihood (RML) estimates of the model parameters in GLMM's, which appears to be useful in downweighting the influential data points when estimating the parameters. The asymptotic properties of the robust estimators are investigated under some regularity conditions. Small simulations are carried out to study the behavior of the robust estimates in the presence of outliers, and these estimates are also compared to the ordinary classical estimates. To avoid the computational problems involving high-dimensional integrals, the author proposes a robust Monte Carlo Newton–Raphson (RMCNR) algorithm for fitting GLMM's. The proposed robust method is illustrated in an analysis of data from a clinical experiment described in a biometrical journal.

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)0.017
metaresearch head score (Gemma)0.060
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: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.017
Threshold uncertainty score0.091

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0170.060
Meta-epidemiology (narrow)0.0030.001
Meta-epidemiology (broad)0.0040.004
Bibliometrics0.0030.003
Science and technology studies0.0010.002
Scholarly communication0.0030.002
Open science0.0030.003
Research integrity0.0020.003
Insufficient payload (model declined to judge)0.0030.001

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 head0.107
GPT teacher head0.401
Teacher spread0.294 · 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

Citations101
Published2004
Admission routes1
Has abstractyes

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