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Pairwise likelihood for the longitudinal mixed Rasch model
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Feddag, M-L. and Bacci, S. (2009) Pairwise likelihood for the longitudinal mixed Rasch model. Computational Statistics & Data Analysis, Vol.53 (No.4). pp. 1027-1037. doi:10.1016/j.csda.2008.08.031 ISSN 0167-9473.
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Official URL: http://dx.doi.org/10.1016/j.csda.2008.08.031
Abstract
Inference in Generalized linear mixed models with multivariate random effects is often made cumbersome by the high-dimensional intractable integrals involved in the marginal likelihood. An inferential methodology based on the marginal pairwise likelihood approach is proposed. This method belonging to the broad class of composite likelihood involves marginal pairs probabilities of the responses which has analytical expression for the probit version of the model, from where we derived those of the logit version. The different results are illustrated with a simulation study and with an analysis of a real data from health-related quality of life. (C) 2008 Elsevier B.V. All rights reserved.
Item Type: | Journal Article | ||||
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Subjects: | Q Science > QA Mathematics > QA76 Electronic computers. Computer science. Computer software Q Science > QA Mathematics |
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Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||
Journal or Publication Title: | Computational Statistics & Data Analysis | ||||
Publisher: | Elsevier Science Ltd | ||||
ISSN: | 0167-9473 | ||||
Official Date: | 15 February 2009 | ||||
Dates: |
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Volume: | Vol.53 | ||||
Number: | No.4 | ||||
Number of Pages: | 11 | ||||
Page Range: | pp. 1027-1037 | ||||
DOI: | 10.1016/j.csda.2008.08.031 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Restricted or Subscription Access | ||||
Funder: | Economic and Social Research Council (Great Britain) (ESRC) | ||||
Grant number: | RES-576-25-5020 (ESRC) |
Data sourced from Thomson Reuters' Web of Knowledge
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