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May 2004 Conditional and Marginal Models: Another View
Youngjo Lee, John A. Nelder
Statist. Sci. 19(2): 219-238 (May 2004). DOI: 10.1214/088342304000000305


There has existed controversy about the use of marginal and conditional models, particularly in the analysis of data from longitudinal studies. We show that alleged differences in the behavior of parameters in so-called marginal and conditional models are based on a failure to compare like with like. In particular, these seemingly apparent differences are meaningless because they are mainly caused by preimposed unidentifiable constraints on the random effects in models. We discuss the advantages of conditional models over marginal models. We regard the conditional model as fundamental, from which marginal predictions can be made.


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Youngjo Lee. John A. Nelder. "Conditional and Marginal Models: Another View." Statist. Sci. 19 (2) 219 - 238, May 2004.


Published: May 2004
First available in Project Euclid: 14 January 2005

zbMATH: 1100.62591
MathSciNet: MR2140539
Digital Object Identifier: 10.1214/088342304000000305

Keywords: generalized linear model , hierarchical generalized linear model , joint modeling of mean and dispersion , spatial correlation , temporal correlation

Rights: Copyright © 2004 Institute of Mathematical Statistics


Vol.19 • No. 2 • May 2004
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