Conditional likelihood inference in generalized linear mixed models

N. Sartori*, Thomas A Severini

*Corresponding author for this work

Research output: Contribution to journalArticle

8 Scopus citations

Abstract

Consider a generalized linear model with a canonical link function, containing both fixed and random effects. In this paper, we consider inference about the fixed effects based on a conditional likelihood function. It is shown that this conditional likelihood function is valid for any distribution of the random effects and, hence, the resulting inferences about the fixed effects are insensitive to misspecification of the random effects distribution. Inferences based on the conditional likelihood are compared to those based on the likelihood function of the mixed effects model.

Original languageEnglish (US)
Pages (from-to)349-360
Number of pages12
JournalStatistica Sinica
Volume14
Issue number2
StatePublished - Apr 1 2004

Keywords

  • Conditional likelihood
  • Exponential family
  • Incidental parameters
  • Random effects
  • Variance components

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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