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A likelihood reformulation method in non-normal random effects models.

Lei Liu1, Zhangsheng Yu

  • 1Division of Biostatistics and Epidemiology, Department of Public Health Sciences, The University of Virginia, Charlottesville, VA 22908-0717, USA. liulei@virginia.edu

Statistics in Medicine
|November 27, 2007
PubMed
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This study introduces an efficient computational method for maximum likelihood estimates (MLE) in mixed models with non-normal random effects, significantly reducing computation time and enabling broader applications.

Area of Science:

  • Statistics
  • Computational Statistics
  • Statistical Modeling

Background:

  • Mixed models are widely used in various scientific fields.
  • Estimating parameters in mixed models with non-normal random effects presents computational challenges.
  • Existing methods, like the probability integral transformation, can be computationally intensive.

Purpose of the Study:

  • To develop a practical and computationally efficient method for maximum likelihood estimation (MLE) in mixed models with non-normal random effects.
  • To reformulate the likelihood function to facilitate estimation using standard techniques.
  • To extend the applicability of mixed model estimation to more complex scenarios.

Main Methods:

  • A novel computational approach is proposed to reformulate the likelihood function.

Related Experiment Videos

  • The method involves transforming the likelihood conditional on non-normal random effects to one conditional on normal random effects.
  • Gaussian quadrature, implemented in SAS Proc NLMIXED, is utilized for the estimation process.
  • Main Results:

    • The proposed method substantially reduces computational time compared to existing approaches.
    • Estimates obtained using the new method are comparable to those from the probability integral transformation method.
    • The method demonstrates flexibility for application to finite mixture and correlated random effects (e.g., Clayton copula).

    Conclusions:

    • The developed computational method offers an efficient and practical solution for MLE in non-normal mixed models.
    • This approach simplifies the estimation process and expands the scope of mixed model applications.
    • The findings are validated through simulations and practical examples.