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A small-sample randomization-based approach to semi-parametric estimation and misspecification in generalized linear mixed models

In a generalized linear mixed model (GLMM), the random effects are typically uncorrelated and assumed to follow a normal distribution. However, findings from recent studies on how the misspecification of the random effects distribution affects the estimated model parameters are inconclusive. In the thesis, we extend the randomization approach for deriving linear models to the GLMM framework. Based on this approach, we develop an algorithm for estimating the model parameters of the randomization-based GLMM (RBGLMM) for the completely randomized design (CRD) which does not require normally distributed random effects. Instead, the discrete uniform distribution on the symmetric group of permutations is used for the random effects. Our simulation results suggest that the randomization-based algorithm may be an alternative when the assumption of normality is violated. In the second part of the thesis, we consider an RB-GLMM for the randomized complete block design (RCBD) with random block effects. We investigate the effect of misspecification of the correlation structure and of the random effects distribution via simulation studies. In the simulation, we use the variance covariance matrices derived from the randomization approach. The misspecified model with uncorrelated random effects is fitted to data generated from the model with correlated random effects. We also fit the model with normally distributed random effects to data simulated from models with different random effects distributions. The simulation results show that misspecification of both the correlation structure and of the random effects distribution has hardly any effect on the estimates of the fixed effects parameters. However, the estimated variance components are frequently severely biased and standard errors of these estimates are substantially higher.

Identiferoai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:765878
Date January 2017
CreatorsHossain, Mohammad Zakir
PublisherQueen Mary, University of London
Source SetsEthos UK
Detected LanguageEnglish
TypeElectronic Thesis or Dissertation
Sourcehttp://qmro.qmul.ac.uk/xmlui/handle/123456789/24641

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