拉普拉斯法
广义线性混合模型
数学
算法
广义线性模型
期望最大化算法
计算
最大化
随机效应模型
多元统计
数学优化
贝叶斯概率
边际似然
应用数学
限制最大似然
估计理论
最大似然
统计
医学
荟萃分析
内科学
标识
DOI:10.1080/10618600.2022.2163651
摘要
Spatial generalized linear mixed effects models are popular in spatial or spatiotemporal data analysis when the responses are counts and the random effects are modeled by multivariate normal distributions. Direct computation of the MLEs of model parameters is impossible because the likelihood functions contain high-dimensional intractable integrals. To overcome the difficulty, a new method called the prediction-maximization algorithm is proposed. The method has a maximization step for the MLEs of spatial linear mixed effects models for normal responses and a prediction step for the prediction of the random effects. None of them involves high-dimensional intractable integrals. Because only algorithms for the normal responses are needed, the derivation of the MLEs of a spatial generalized linear mixed effects model for count responses by the proposed method is not computationally harder than a model for normal responses. The simulation study shows that the performance of the proposed method is comparable to that of the previous maximum likelihood algorithms formulated by high-order Laplace approximations and is better than that of Bayesian methods formulated by MCMC algorithms. Supplementary materials for this article are available online.
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