2008
DOI: 10.1007/s00180-007-0100-x
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Computation of reference Bayesian inference for variance components in longitudinal studies

Abstract: Bayesian, GLMM, Jeffreys’ prior, PQL, Reference prior, Uniform shrinkage prior, Variance component,

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Cited by 14 publications
(11 citation statements)
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“…In addition, there are two reasons why we prefer the Bayesian procedure over the frequentist approach in this setting. First, the restricted maximum likelihood (REML) estimate based on the penalized quasi-likelihood (PQL) often fails to converge when the number of random effect is large or when the sample size is small (Tsai & Hsiao 2007). Second, the codes of the statistical packages (e.g., S-plus and R) based on the PQL are not robust when the response distribution is far from normal.…”
Section: Discussionmentioning
confidence: 99%
“…In addition, there are two reasons why we prefer the Bayesian procedure over the frequentist approach in this setting. First, the restricted maximum likelihood (REML) estimate based on the penalized quasi-likelihood (PQL) often fails to converge when the number of random effect is large or when the sample size is small (Tsai & Hsiao 2007). Second, the codes of the statistical packages (e.g., S-plus and R) based on the PQL are not robust when the response distribution is far from normal.…”
Section: Discussionmentioning
confidence: 99%
“…Similarly, the constant * n is Pr Z 1 ∈ R + q+1 , where Z 1 ∼ N * * and is the submatrix of 1 , the inverse observed information matrix under H 1 , for . For non normal response variables, the MLE is intractable and a direct approach is to apply the penalized quasi-likelihood estimate (PQL; Breslow and Clayton, 1993) However, this approximation may not work well because the PQL estimates can be substantially biased (Lin and Breslow, 1996;Tsai and Hsiao, 2008). Here, we propose a hybrid approximation combining a simulated version of Laplace's method and an importance sampling approach.…”
Section: Bayes Factors For Variance Components In Glmmsmentioning
confidence: 97%
“…Next, the log B L−I us , log B L−I unit , and log B L−I W were compared with log B to derive their observed significance levels, respectively. The reason for choosing log B L−I J and log B as the references is because the posterior estimates under the modified approximate Downloaded by [Central Michigan University] (Tsai and Hsiao, 2008). Similarly, the log B Chib us , log B Chib unit , and log B Chib W were compared with log B * that was the standard cutoff value corresponding to the considered by the percentile of log B Chib J .…”
Section: Poisson Data With Moderate Sample Sizementioning
confidence: 99%
“…Breslow and Clayton [2] proposed penalized quasi-likelihood (PQL) that utilizes a Gaussian approximation and is easily implemented for different types of data. However, the estimates via PQL are substantially biased for variance components if the cluster size is small [3,19,35]. Even the correction for penalized quasi-likelihood (CPQL) proposed by Breslow and Lin [3] and Lin and Breslow [19] suffers from some biases.…”
Section: Introductionmentioning
confidence: 97%