• Title/Summary/Keyword: Linear Random Effects Models

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Maximum likelihood estimation of Logistic random effects model (로지스틱 임의선형 혼합모형의 최대우도 추정법)

  • Kim, Minah;Kyung, Minjung
    • 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.

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.

SRC-Stat Package for Fitting Double Hierarchical Generalized Linear Models (이중 다단계 일반화 선형모형 적합을 위한 SRC-stat의 사용)

  • Noh, Maengseok;Ha, Il Do;Lee, Youngjo;Lim, Johan;Lee, Jaeyong;Oh, Heeseok;Shin, Dongwan;Lee, Sanggoo;Seo, Jinuk;Park, Yonhtae;Cho, Sungzoon;Park, Jonghun;Kim, Youkyung;You, Kyungsang
    • The Korean Journal of Applied Statistics
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    • v.28 no.2
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    • pp.343-351
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    • 2015
  • We introduce how to fit random effects models via a SRC-Stat statistical package. This package has been developed to fit double hierarchical generalized linear models where mean and dispersion parameters for the variance of random effects and residual variance (overdispersion) can be modeled as random-effect models. The estimates of fixed effects, random effects and variances are calculated by a hierarchical likelihood method. We illustrate the use of our package with practical data-sets.

Effects on Regression Estimates under Misspecified Generalized Linear Mixed Models for Counts Data

  • Jeong, Kwang Mo
    • The Korean Journal of Applied Statistics
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    • v.25 no.6
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    • pp.1037-1047
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    • 2012
  • The generalized linear mixed model(GLMM) is widely used in fitting categorical responses of clustered data. In the numerical approximation of likelihood function the normality is assumed for the random effects distribution; subsequently, the commercial statistical packages also routinely fit GLMM under this normality assumption. We may also encounter departures from the distributional assumption on the response variable. It would be interesting to investigate the impact on the estimates of parameters under misspecification of distributions; however, there has been limited researche on these topics. We study the sensitivity or robustness of the maximum likelihood estimators(MLEs) of GLMM for counts data when the true underlying distribution is normal, gamma, exponential, and a mixture of two normal distributions. We also consider the effects on the MLEs when we fit Poisson-normal GLMM whereas the outcomes are generated from the negative binomial distribution with overdispersion. Through a small scale Monte Carlo study we check the empirical coverage probabilities of parameters and biases of MLEs of GLMM.

A Historical Study on the Representations of Diffusion Phenomena in Mathematical Models for Population Changes of Biological Species (생물 종의 개체 수 변화를 기술하는 수학적 모델의 확산현상 표현에 대한 역사적 고찰)

  • Shim, Seong-A
    • Journal for History of Mathematics
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    • v.29 no.6
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    • pp.353-363
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    • 2016
  • In mathematical population ecology which is an academic field that studies how populations of biological species change as times flows at specific locations in their habitats, PDE models have been studied in many aspects and found to have different properties from the classical ODE models. And different approaches to PDE type models in mathematical biology are still being tried currently. This article investigate various forms to express diffusion effects and review the history of PDE models involving diffusion terms in mathematical ecology. Semi-linear systems representing the spatial movements of each individual as random simple diffusion and quasi-linear systems describing more complex diffusions reflecting interspecific interactions are studied. Also it introduce a few of important problems to be solved in this field.

The Use of Joint Hierarchical Generalized Linear Models: Application to Multivariate Longitudinal Data (결합 다단계 일반화 선형모형을 이용한 다변량 경시적 자료 분석)

  • Lee, Donghwan;Yoo, Jae Keun
    • 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.

A Note on Performance of Conditional Akaike Information Criteria in Linear Mixed Models

  • Lee, Yonghee
    • Communications for Statistical Applications and Methods
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    • v.22 no.5
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    • pp.507-518
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    • 2015
  • It is not easy to select a linear mixed model since the main interest for model building could be different and the number of parameters in the model could not be clearly defined. In this paper, performance of conditional Akaike Information Criteria and its bias-corrected version are compared with marginal Bayesian and Akaike Information Criteria through a simulation study. The results from the simulation study indicate that bias-corrected conditional Akaike Information Criteria shows promising performance when candidate models exclude large models containing the true model, but bias-corrected one prefers over-parametrized models more intensively when a set of candidate models increases. Marginal Bayesian and Akaike Information Criteria also have some difficulty to select the true model when the design for random effects is nested.

Body Measurement Changes and Prediction Models for Flight Pilots in Dynamic Postures (자세에 따른 부위별 체표길이 변화량 분석 및 예측모형 개발 -공군 전투조종사를 대상으로-)

  • Lee, Ah Lam;Nam, Yun Ja;Chen, Lin
    • Journal of the Korean Society of Clothing and Textiles
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    • v.44 no.1
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    • pp.84-95
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    • 2020
  • Wearing ease is a critical factor when designing special uniforms such as flight pilot's garment and should reflect occupational properties for better performance. This study measured skin surface on 31 areas in seven postures that refer to the pilot's occupational postures as well as made six prediction models including linear mixed model (LMM) for each body part to find the best fit model. Skin surface measured from 3D body scanned images of 11 male pilot participants. There were significantly positive and negative changes in various areas from standing posture (P1) to dynamic postures (P2-P7). Six models were designed in various compositions using stature and chest circumference as fixed effects and subject and posture as random effects. The best models were linear mixed models with one fixed effect (chest circumference or stature, varies with body parts) and two random effects (subject and posture). The results of this study provide reference data to set wearing ease for pilot's garment and suggests a new methodology in this research area, but verifying the effect of diverse independent variables is left for future studies.

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.

Predicting soft tissue artefact with linear mixed models (선형혼합모형을 이용한 피부움직임 오차의 예측)

  • Kim, Jinuk
    • The Korean Journal of Applied Statistics
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    • v.31 no.3
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    • pp.353-366
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    • 2018
  • This study uses mixed-effects models to predict thigh soft tissue artefact (STA), relative movement of soft tissue such as skin to femur occurring during hip joint motions. The random effects in the model were defined as STA and the fixed effects in the model were considered as skeletal motion. Five male subjects without musculoskeletal disease were selected to perform various hip joint rotational motions. Linear mixed-effects models were applied to markers' position vectors acquired from non-invasive method, photogrammetry. Predicted random effects showed similar patterns of STA among subjects. Large magnitudes of STA appeared on the points near the hip joint regardless of sides; however, small values appeared on the distal anterior.