Generalized linear mixed model with a penalized Gaussian mixture as a random-effects distribution
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F08%3A00101115" target="_blank" >RIV/00216208:11320/08:00101115 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Generalized linear mixed model with a penalized Gaussian mixture as a random-effects distribution
Original language description
Generalized linear mixed models are popular for regressing a discrete response when there is clustering, e.g. in longitudinal studies or in hierarchical data structures. It is standard to assume that the random effects have a normal distribution. Recently, it has been examined whether wrongly assuming a normal distribution for the random effects is important for the estimation of the fixed effects parameters. Since it is unclear whether the normality assumption is truly satisfied in practice, it is important that generalized mixed models are available which relax the normality assumption. A replacement of the normal distribution with a mixture of Gaussian distributions specified on a grid whereby only the weights of the mixture components are estimatedusing a penalized approach ensuring a smooth distribution for the random effects is proposed. The parameters of the model are estimated in a Bayesian context using MCMC techniques.
Czech name
Zobecněný lineární smíšený model s penalizovanou gaussovskou směsí v rozdělení náhodných efektů
Czech description
Zobecněný lineární smíšený model s penalizovanou gaussovskou směsí v rozdělení náhodných efektů.
Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
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Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2008
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Computational Statistics and Data Analysis
ISSN
0167-9473
e-ISSN
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Volume of the periodical
52
Issue of the periodical within the volume
7
Country of publishing house
NL - THE KINGDOM OF THE NETHERLANDS
Number of pages
18
Pages from-to
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UT code for WoS article
000255145900011
EID of the result in the Scopus database
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