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Weighted pairwise likelihood estimation for a general class of random effects models

Vasdekis, Vassilis G. S., Rizopoulos, Dimitris and Moustaki, Irini (2014) Weighted pairwise likelihood estimation for a general class of random effects models. Biostatistics, 15 (4). pp. 677-689. ISSN 1465-4644

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Identification Number: 10.1093/biostatistics/kxu018

Abstract

Models with random effects/latent variables are widely used for capturing unobserved heterogeneity in multilevel/hierarchical data and account for associations in multivariate data. The estimation of those models becomes cumbersome as the number of latent variables increases due to high-dimensional integrations involved. Composite likelihood is a pseudo-likelihood that combines lower-order marginal or conditional densities such as univariate and/or bivariate; it has been proposed in the literature as an alternative to full maximum likelihood estimation. We propose a weighted pairwise likelihood estimator based on estimates obtained from separate maximizations of marginal pairwise likelihoods. The derived weights minimize the total variance of the estimated parameters. The proposed weighted estimator is found to be more efficient than the one that assumes all weights to be equal. The methodology is applied to a multivariate growth model for binary outcomes in the analysis of four indicators of schistosomiasis before and after drug administration.

Item Type: Article
Official URL: http://biostatistics.oxfordjournals.org/
Additional Information: © 2014 The Author. Published by Oxford University Press
Divisions: Statistics
Subjects: H Social Sciences > HA Statistics
Sets: Departments > Statistics
Date Deposited: 12 May 2014 16:17
Last Modified: 20 Apr 2019 01:10
URI: http://eprints.lse.ac.uk/id/eprint/56733

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