• The Korean Journal of Applied Statistics
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• v.30 no.6
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• pp.957-981
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• 2017

A generalized linear mixed model is an extension of a generalized linear model that allows random effect as well as provides flexibility in developing a suitable model when observations are correlated or when there are other underlying phenomena that contribute to resulting variability. We describe maximum likelihood estimation methods for logistic regression models that include random effects - the Laplace approximation, Gauss-Hermite quadrature, adaptive Gauss-Hermite quadrature, and pseudo-likelihood. Applications are provided with social science problems by analyzing the effect of mental health and life satisfaction on volunteer activities from Korean welfare panel data; in addition, we observe that the inclusion of random effects in the model leads to improved analyses with more reasonable inferences.

• 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.

• 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.

• The Korean Journal of Applied Statistics
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• v.27 no.6
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• pp.923-932
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• 2014

The Hurdle model can to analyze zero-inflated count data. This model is a mixed model of the logit model for a binary component and a truncated Poisson model of a truncated count component. We propose a new hurdle model with a general heterogeneous random effects covariance matrix to analyze longitudinal zero-inflated count data using modified Cholesky decomposition. This decomposition factors the random effects covariance matrix into generalized autoregressive parameters and innovation variance. The parameters are modeled using (generalized) linear models and estimated with a Bayesian method. We use these methods to carefully analyze a real dataset.

• The Korean Journal of Applied Statistics
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• v.28 no.2
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• pp.211-219
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• 2015

Generalized linear mixed models are used to analyze longitudinal categorical data. Random effects specify the serial dependence of repeated outcomes in these models; however, the estimation of a random effects covariance matrix is challenging because of many parameters in the matrix and the estimated covariance matrix should satisfy positive definiteness. Several approaches to model the random effects covariance matrix are proposed to overcome these restrictions: modified Cholesky decomposition, moving average Cholesky decomposition, and partial autocorrelation approaches. We review several approaches and present potential future work.

• The Korean Journal of Applied Statistics
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• v.28 no.2
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• pp.335-342
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• 2015

Joint hierarchical generalized linear models proposed by Molas et al. (2013) extend the simple longitudinal model into multiple models fitted jointly. It can easily handle the correlation of multivariate longitudinal data. In this paper, we apply this method to analyze KoGES cohort dataset. Fixed unknown parameters, random effects and variance components are estimated based on a standard framework of h-likelihood theory. Furthermore, based on the conditional Akaike information criterion the correlated covariance structure of random-effect model is selected rather than an independent structure.

• The Korean Journal of Applied Statistics
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• v.28 no.2
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• pp.269-279
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• 2015

This paper considers inferences of random effects. We show that the proposed confidence distribution (CD) performs well in logistic regression for random intercepts with small samples. Real data analyses are also done to identify the subject effects clearly.

• Journal of the Korean Data and Information Science Society
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• v.23 no.4
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• pp.739-748
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• 2012

In this paper we propose a mixed effects least squares support vector machine (LS-SVM) for the censored data which are observed from different groups. We use weights by which the randomly right censoring is taken into account in the nonlinear regression. The weights are formed with Kaplan-Meier estimates of censoring distribution. In the proposed model a random effects term representing inter-group variation is included. Furthermore generalized cross validation function is proposed for the selection of the optimal values of hyper-parameters. Experimental results are then presented which indicate the performance of the proposed LS-SVM by comparing with a standard LS-SVM for the censored data.

• The Korean Journal of Applied Statistics
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• v.21 no.6
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• pp.923-932
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• 2008

We are likely to face complex multivariate data which can be characterized by having a non-trivial correlation structure. For instance, omitted covariates may simultaneously affect more than one count in clustered data; hence, the modeling of the correlation structure is important for the efficiency of the estimator and the computation of correct standard errors, i.e., valid inference. A standard way to insert dependence among counts is to assume that they share some common unobservable variables. For this assumption, we fitted correlated random effect models considering multilevel model. Estimation was carried out by adopting the semiparametric approach through a finite mixture EM algorithm without parametric assumptions upon the random coefficients distribution.

• Environmental and Resource Economics Review
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• v.16 no.4
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• pp.803-832
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• 2007

Electricity and heat load profiles by use types on an hourly basis at the least are essential for assessing economic viability of new cogeneration and CES projects and for optimally operating existing cogeneration and CES facilities. We adopt a multilevel model to specify heat load profiles so as to utilize in a flexible manner the panel nature of our data on weather and heating/cooling use. Converting the multilevel model to the linear mixed-effects model, we estimate the model by panel FGLS. The estimated load profile model for each distinct use type accounts for the effects of temperature, humidity, each hour over the year, each day of the week, each type of legal holidays, and heating/cooling area on energy use. To save space, we feature in detail the heating profile of the household.