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Cited by 1,271

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Generalized linear mixed models a pseudo-likelihood approach

Wolfinger, Russ, O'connell, Michael·1993·Journal of Statistical Computation and Simulation

Abstract

A useful extension of the generalized linear model involves the addition of random effects andlor correlated errors. A pseudo-likelihood estimation procedure is developed to fit this class of mixed models based on an approximate marginal model for the mean response. The procedure is implemented via iterated fitting of a weighted Gaussian linear mixed model to a modified dependent variable. The approach allows for flexible specification of covariance structures for both the random effects and the correlated errors. An estimate of an additional dispersion parameter for underlying exponential family distributions is optionally automatic. The method allows for subject-specific and population-averaged inference, and the Salamander data example from McCullagh and Nelder (1989) is used to illustrate both.

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Metadata

Authors
Wolfinger, R., & O'connell, M.
Venue
Journal of Statistical Computation and Simulation
Published
1993-12
Volume
48
Issue
3-4
Pages
233-243
ISSN
  • 0094-9655 (ISSN-L)
  • 1563-5163
OpenAlex
W2142045810
Cited by
1,271
References
2
FWCI
6.02
Type
journal article
Language
en
Open access
closed

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