Misspecified maximum likelihood estimates and generalised linear mixed models

Citation
Pj. Heagerty et Bf. Kurland, Misspecified maximum likelihood estimates and generalised linear mixed models, BIOMETRIKA, 88(4), 2001, pp. 973-985
Citations number
18
Categorie Soggetti
Biology,Multidisciplinary,Mathematics
Journal title
BIOMETRIKA
ISSN journal
00063444 → ACNP
Volume
88
Issue
4
Year of publication
2001
Pages
973 - 985
Database
ISI
SICI code
0006-3444(200112)88:4<973:MMLEAG>2.0.ZU;2-O
Abstract
We investigate the impact of model violations on the estimate of a regressi on coefficient in a generalised linear mixed model. Specifically, we evalua te the asymptotic relative bias that results from incorrect assumptions reg arding the random effects. We compare the impact of model violation for two parameterisations of the regression model. Substantial bias in the conditi onally specified regression point estimators can result from using a simple random intercepts model when either the random effects distribution depend s on measured covariates or there are autoregressive random effects. A marg inally specified regression structure that is estimated using maximum likel ihood is much less susceptible to bias resulting from random effects model misspecification.