Journal
SCANDINAVIAN JOURNAL OF STATISTICS
Volume 35, Issue 4, Pages 577-596Publisher
WILEY-BLACKWELL
DOI: 10.1111/j.1467-9469.2008.00603.x
Keywords
bias correction; dispersion model; Laplace approximation; overdispersion; penalized quasi-likelihood; restricted maximum likelihood; robustness; simplex distribution
Categories
Funding
- NSERC Discovery
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Continuous proportional outcomes are collected from many practical studies, where responses are confined within the unit interval (0,1). Utilizing Barndorff-Nielsen and Jorgensen's simplex distribution, we propose a new type of generalized linear mixed-effects model for longitudinal proportional data, where the expected value of proportion is directly modelled through a logit function of fixed and random effects. We establish statistical inference along the lines of Breslow and Clayton's penalized quasi-likelihood (PQL) and restricted maximum likelihood (REML) in the proposed model. We derive the PQL/REML using the high-order multivariate Laplace approximation, which gives satisfactory estimation of the model parameters. The proposed model and inference are illustrated by simulation studies and a data example. The simulation studies conclude that the fourth order approximate PQL/REML performs satisfactorily. The data example shows that Aitchison's technique of the normal linear mixed model for logit-transformed proportional outcomes is not robust against outliers.
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