A Quasi-Score Marginal Approach in Generalized Linear Mixed Models

Catherine Trottier (1)

1 IS2 - Statistical Inference for Industry and Health

This report deals with the problem of parameter estimation in generalized linear mixed models. Gilmour, Anderson, et Rae (1985) proposed a method of estimation in a probit link model for binomial data. Foulley et Im (1993) adapted this method to Poisson data in a log link model. We propose a unifying formal description including also the case of exponentia- l data in a log link model. This approach enables us to consider other cases such as logit link model for binomial data. Numerical examples are given to illustrate the method.

Mots clés: GENERALIZED LINEAR MIXED MODEL; VARIANCE COMPONENTS; CONDITIONAL ANDMARGINAL MODEL; QUASI-SCORE; PROBIT AND LOGIT LINK

Domaines: Autre [cs.OH]

Catherine Trottier. A Quasi-Score Marginal Approach in Generalized Linear Mixed Models. RR-3522, INRIA. 1998. ⟨inria-00073162⟩