presents
Professor Geert Molenberghs
from Universiteit Hasselt, Diepenbeek, Belgium
A Flexible Modeling
Framework
for Overdispersed
Hierarchical Data
Abstract
Non-Gaussian outcomes are often modeled using
members of the so-called exponential family. Notorious members are the
Bernoulli model for binary data, leading to logistic regression, and the
Poisson model for count data, leading to Poisson regression. Two of the main reasons
for extending this family are (1) the occurrence of overdispersion, meaning
that the variability in the data is not adequately described by the models,
which often exhibit a prescribed mean-variance link, and (2) the accommodation
of hierarchical structure in the data, stemming from clustering in the data
which, in turn, may result from repeatedly measuring the outcome, for various
members of the same family, etc. The first issue is dealt with through a
variety of overdispersion models, such as, for example, the beta-binomial model
for grouped binary data and the negative-binomial model for counts. Clustering
is often accommodated through the inclusion of random subject-specific effects.
Though not always, one conventionally assumes such random effects to be
normally distributed. While both of
these phenomena may occur simultaneously, models combining them are uncommon.
This paper proposes a broad class of generalized linear models accommodating
overdispersion and clustering through two separate sets of random effects. We
place particular emphasis on so-called conjugate random effects at the level of
the mean for the first aspect and normal random effects embedded within the
linear predictor for the second aspect, even though our family is more general.
The binary, count, and time-to-event cases are given particular emphasis. Apart
from model formulation, we present an overview of estimation methods, and then
settle for maximum likelihood estimation with analytic-numerical integration.
Implications for the derivation of marginal correlations functions are
discussed. The methodology is applied to data from a study in epileptic
seizures, a clinical trial in toenail infection named onychomycosis, and
survival data in children with asthma.
Friday, 1 October
3:00pm - 4:00pm
2203 SAS Hall