Nonparametric estimation of the mixing distribution in logistic regression mixed models with random intercepts and slopes

An algorithm that computes nonparametric maximum likelihood estimates of a mixing distribution for a logistic regression model containing random intercepts and slopes is proposed. The algorithm identifies mixing distribution support points as the maxima of the gradient function using a direct search...

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Veröffentlicht in:Computational statistics & data analysis 2014-03, Vol.71, p.211-219
Hauptverfasser: Lesperance, Mary, Saab, Rabih, Neuhaus, John
Format: Artikel
Sprache:eng
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Zusammenfassung:An algorithm that computes nonparametric maximum likelihood estimates of a mixing distribution for a logistic regression model containing random intercepts and slopes is proposed. The algorithm identifies mixing distribution support points as the maxima of the gradient function using a direct search method. The mixing proportions are then estimated through a quadratically convergent method. Two methods for computing the joint maximum likelihood estimates of the fixed effects parameters and the mixing distribution are compared. A simulation study demonstrates the performance of the algorithms and an example using National Basketball Association data is provided.
ISSN:0167-9473
1872-7352
DOI:10.1016/j.csda.2013.05.014