Statistical Science

General Design Bayesian Generalized Linear Mixed Models

Y. Zhao, J. Staudenmayer, B. A. Coull, and M. P. Wand

Full-text: Open access

Abstract

Linear mixed models are able to handle an extraordinary range of complications in regression-type analyses. Their most common use is to account for within-subject correlation in longitudinal data analysis. They are also the standard vehicle for smoothing spatial count data. However, when treated in full generality, mixed models can also handle spline-type smoothing and closely approximate kriging. This allows for nonparametric regression models (e.g., additive models and varying coefficient models) to be handled within the mixed model framework. The key is to allow the random effects design matrix to have general structure; hence our label general design. For continuous response data, particularly when Gaussianity of the response is reasonably assumed, computation is now quite mature and supported by the R, SAS and S-PLUS packages. Such is not the case for binary and count responses, where generalized linear mixed models (GLMMs) are required, but are hindered by the presence of intractable multivariate integrals. Software known to us supports special cases of the GLMM (e.g., PROC NLMIXED in SAS or glmmML in R) or relies on the sometimes crude Laplace-type approximation of integrals (e.g., the SAS macro glimmix or glmmPQL in R). This paper describes the fitting of general design generalized linear mixed models. A Bayesian approach is taken and Markov chain Monte Carlo (MCMC) is used for estimation and inference. In this generalized setting, MCMC requires sampling from nonstandard distributions. In this article, we demonstrate that the MCMC package WinBUGS facilitates sound fitting of general design Bayesian generalized linear mixed models in practice.

Article information

Source
Statist. Sci. Volume 21, Number 1 (2006), 35-51.

Dates
First available in Project Euclid: 6 June 2006

Permanent link to this document
https://projecteuclid.org/euclid.ss/1149600845

Digital Object Identifier
doi:10.1214/088342306000000015

Mathematical Reviews number (MathSciNet)
MR2275966

Zentralblatt MATH identifier
1129.62063

Keywords
Generalized additive models hierarchical centering kriging Markov chain Monte Carlo nonparametric regression penalized splines spatial count data WinBUGS

Citation

Zhao, Y.; Staudenmayer, J.; Coull, B. A.; Wand, M. P. General Design Bayesian Generalized Linear Mixed Models. Statist. Sci. 21 (2006), no. 1, 35--51. doi:10.1214/088342306000000015. https://projecteuclid.org/euclid.ss/1149600845


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