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Adaptive Random Effects/Coefficients Modeling
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作者 George J. Knafl 《Open Journal of Statistics》 2024年第2期179-206,共28页
Adaptive fractional polynomial modeling of general correlated outcomes is formulated to address nonlinearity in means, variances/dispersions, and correlations. Means and variances/dispersions are modeled using general... Adaptive fractional polynomial modeling of general correlated outcomes is formulated to address nonlinearity in means, variances/dispersions, and correlations. Means and variances/dispersions are modeled using generalized linear models in fixed effects/coefficients. Correlations are modeled using random effects/coefficients. Nonlinearity is addressed using power transforms of primary (untransformed) predictors. Parameter estimation is based on extended linear mixed modeling generalizing both generalized estimating equations and linear mixed modeling. Models are evaluated using likelihood cross-validation (LCV) scores and are generated adaptively using a heuristic search controlled by LCV scores. Cases covered include linear, Poisson, logistic, exponential, and discrete regression of correlated continuous, count/rate, dichotomous, positive continuous, and discrete numeric outcomes treated as normally, Poisson, Bernoulli, exponentially, and discrete numerically distributed, respectively. Example analyses are also generated for these five cases to compare adaptive random effects/coefficients modeling of correlated outcomes to previously developed adaptive modeling based on directly specified covariance structures. Adaptive random effects/coefficients modeling substantially outperforms direct covariance modeling in the linear, exponential, and discrete regression example analyses. It generates equivalent results in the logistic regression example analyses and it is substantially outperformed in the Poisson regression case. Random effects/coefficients modeling of correlated outcomes can provide substantial improvements in model selection compared to directly specified covariance modeling. However, directly specified covariance modeling can generate competitive or substantially better results in some cases while usually requiring less computation time. 展开更多
关键词 Adaptive Regression Correlated Outcomes Extended Linear Mixed Modeling Fractional Polynomials Likelihood Cross-Validation random effects/Coefficients
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INFLUENCE ANALYSIS IN NONLINEAR MODELS WITH RANDOM EFFECTS 被引量:4
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作者 Wei Bocheng Zhong Xuping Dept. of Appl. Math., Southeast Univ., Nanning 210096. 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2001年第1期35-44,共10页
In this paper,a unified diagnostic method for the nonlinear models with random effects based upon the joint likelihood given by Robinson in 1991 is presented.It is shown that the case deletion model is equivalent to t... In this paper,a unified diagnostic method for the nonlinear models with random effects based upon the joint likelihood given by Robinson in 1991 is presented.It is shown that the case deletion model is equivalent to the mean shift outlier model.From this point of view,several diagnostic measures,such as Cook distance,score statistics are derived.The local influence measure of Cook is also presented. A numerical example illustrates that the method is available. 展开更多
关键词 Cook distance nonlinear models fixed effects local influence random effects.
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EMPIRICAL BAYES TEST PROBLEMS OF VARIANCE COMPONENTS IN RANDOM EFFECTS MODEL 被引量:3
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作者 韦来生 张伟平 《Acta Mathematica Scientia》 SCIE CSCD 2005年第2期274-282,共9页
Bayes decision rule of variance components for one-way random effects model is derived and empirical Bayes (EB) decision rules are constructed by kernel estimation method. Under suitable conditions, it is shown that t... Bayes decision rule of variance components for one-way random effects model is derived and empirical Bayes (EB) decision rules are constructed by kernel estimation method. Under suitable conditions, it is shown that the proposed EB decision rules are asymptotically optimal with convergence rates near O(n-1/2). Finally, an example concerning the main result is given. 展开更多
关键词 Empirical Bayes test variance components random effects model convergence rates
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TESTING FOR VARYING DISPERSION OF LONGITUDINAL BINOMIAL DATA IN NONLINEAR LOGISTIC MODELS WITH RANDOM EFFECTS 被引量:2
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作者 林金官 韦博成 《Acta Mathematica Scientia》 SCIE CSCD 2004年第4期559-568,共10页
In this paper, it is discussed that two tests for varying dispersion of binomial data in the framework of nonlinear logistic models with random effects, which are widely used in analyzing longitudinal binomial data. O... In this paper, it is discussed that two tests for varying dispersion of binomial data in the framework of nonlinear logistic models with random effects, which are widely used in analyzing longitudinal binomial data. One is the individual test and power calculation for varying dispersion through testing the randomness of cluster effects, which is extensions of Dean(1992) and Commenges et al (1994). The second test is the composite test for varying dispersion through simultaneously testing the randomness of cluster effects and the equality of random-effect means. The score test statistics are constructed and expressed in simple, easy to use, matrix formulas. The authors illustrate their test methods using the insecticide data (Giltinan, Capizzi & Malani (1988)). 展开更多
关键词 Longitudinal binomial data logistic regression nonlinear models power calculation random effects score test varying dispersion
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INFLUENCE ANALYSIS ON EXPONENTIAL NONLINEAR MODELS WITH RANDOM EFFECTS 被引量:2
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作者 宗序平 赵俊 +1 位作者 王海斌 韦博成 《Acta Mathematica Scientia》 SCIE CSCD 2003年第3期297-308,共12页
This paper presents a unified diagnostic method for exponential nonlinear models with random effects based upon the joint likelihood given by Robinson in 1991. The authors show that the case deletion model is equivale... This paper presents a unified diagnostic method for exponential nonlinear models with random effects based upon the joint likelihood given by Robinson in 1991. The authors show that the case deletion model is equivalent to mean shift outlier model. From this point of view, several diagnostic measures, such as Cook distance, score statistics are derived. The local influence measure of Cook is also presented. Numerical example illustrates that our method is available. 展开更多
关键词 Cook distance exponential nonlinear models fixed effects local influence random effects
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Optimal Credibility Estimation of Random Parameters in Hierarchical Random Effect Linear Model 被引量:2
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作者 WEN Limin FANG Jing +1 位作者 MEI Guoping WU Xianyi 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2015年第5期1058-1069,共12页
In the hierarchical random effect linear model, the Bayes estimator of random parameter are not only dependent on specific prior distribution but also it is difficult to calculate in most cases. This paper derives the... In the hierarchical random effect linear model, the Bayes estimator of random parameter are not only dependent on specific prior distribution but also it is difficult to calculate in most cases. This paper derives the distributed-free optimal linear estimator of random parameters in the model by means of the credibility theory method. The estimators the authors derive can be applied in more extensive practical scenarios since they are only dependent on the first two moments of prior parameter rather than on specific prior distribution. Finally, the results are compared with some classical models and a numerical example is given to show the effectiveness of the estimators. 展开更多
关键词 Bayes theory credibility estimator hierarchical linear model random effect
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涉海产业类企业融资效率及影响因素测评研究——基于DEA-Random Effects Models的经验数据 被引量:11
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作者 周昌仕 郇长坤 《中国海洋大学学报(社会科学版)》 CSSCI 2015年第2期13-20,共8页
为发展壮大涉海产业类企业并带动海洋产业发展以实现海洋强国战略,有必要对涉海产业类企业融资效率状况进行准确定位并采取相应策略。以企业融资效率理论为基础,运用DEA模型评价涉海产业类企业融资效率及并运用随机效应面板数据模型检... 为发展壮大涉海产业类企业并带动海洋产业发展以实现海洋强国战略,有必要对涉海产业类企业融资效率状况进行准确定位并采取相应策略。以企业融资效率理论为基础,运用DEA模型评价涉海产业类企业融资效率及并运用随机效应面板数据模型检验其影响因素。检验结果发现,2008-2013年间涉海产业类企业融资效率整体上处于低效水平,其主要影响因素有宏观经济形势、行业竞争程度、企业规模大小和公司治理机制。企业融资效率与宏观经济形势、行业竞争程度和公司治理机制显著正相关,与企业规模大小显著负相关。这说明涉海产业类企业还有大幅度提高融资效率的空间,政策建议是引导资本市场支持海洋资源开发利用,保持稳定增长的整体经济环境,促进垄断竞争性涉海产业类企业理性投融资,缓解中小型涉海产业类企业融资难困境和深化国有控股涉海产业类企业改革。 展开更多
关键词 涉海产业类企业 融资效率 资本结构 DEA模型 随机效应模型
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Bootstrap inference of the skew-normal two-way classification random effects model with interaction
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作者 YE Ren-dao AN Na +1 位作者 LUO Kun LIN Ya 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2022年第3期435-452,共18页
In this paper,we consider the statistical inference problems for the fixed effect and variance component functions in the two-way classification random effects model with skewnormal errors.Firstly,the exact test stati... In this paper,we consider the statistical inference problems for the fixed effect and variance component functions in the two-way classification random effects model with skewnormal errors.Firstly,the exact test statistic for the fixed effect is constructed.Secondly,using the Bootstrap approach and generalized approach,the one-sided hypothesis testing and interval estimation problems for the single variance component,the sum and ratio of variance components are discussed respectively.Further,the Monte Carlo simulation results indicate that the exact test statistic performs well in the one-sided hypothesis testing problem for the fixed effect.And the Bootstrap approach is better than the generalized approach in the one-sided hypothesis testing problems for variance component functions in most cases.Finally,the above approaches are applied to the real data examples of the consumer price index and value-added index of three industries to verify their rationality and effectiveness. 展开更多
关键词 skew-normal two-way classification random effects model with interaction fixed effect variance component functions BOOTSTRAP generalized approach
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Bias and Mean Square Error of Reliability Estimators under the One and Two Random Effects Models: The Effect of Non-Normality
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作者 Mohamed M. Shoukri Tusneem Al-Hassan +2 位作者 Michael DeNiro Abdelmoneim El Dali Futwan Al-Mohanna 《Open Journal of Statistics》 2016年第2期254-273,共20页
The coefficient of reliability is often estimated from a sample that includes few subjects. It is therefore expected that the precision of this estimate would be low. Measures of precision such as bias and variance de... The coefficient of reliability is often estimated from a sample that includes few subjects. It is therefore expected that the precision of this estimate would be low. Measures of precision such as bias and variance depend heavily on the assumption of normality, which may not be tenable in practice. Expressions for the bias and variance of the reliability coefficient in the one and two way random effects models using the multivariate Taylor’s expansion have been obtained under the assumption of normality of the score (Atenafu et al. [1]). In the present paper we derive analytic expressions for the bias and variance, hence the mean square error when the measured responses are not normal under the one-way data layout. Similar expressions are derived in the case of the two-way data layout. We assess the effect of departure from normality on the sample size requirements and on the power of Wald’s test on specified hypotheses. We analyze two data sets, and draw comparisons with results obtained via the Bootstrap methods. It was found that the estimated bias and variance based on the bootstrap method are quite close to those obtained by the first order approximation using the Taylor’s expansion. This is an indication that for the given data sets the approximations are quite adequate. 展开更多
关键词 Rater’s Reliability random effects Models Multivariate Taylor’s Expansion Wald’s Confidence Interval Bootstrap Methods
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Comparison of REML and MINQUE for Estimated Variance Components and Predicted Random Effects
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作者 Nan Nan Johnie N. Jenkins +1 位作者 Jack C. McCarty Jixiang Wu 《Open Journal of Statistics》 2016年第5期814-823,共11页
Linear mixed model (LMM) approaches have been widely applied in many areas of research data analysis because they offer great flexibility for different data structures and linear model systems. In this study, emphasis... Linear mixed model (LMM) approaches have been widely applied in many areas of research data analysis because they offer great flexibility for different data structures and linear model systems. In this study, emphasis is placed on comparing the properties of two LMM approaches: restricted maximum likelihood (REML) and minimum norm quadratic unbiased estimation (MINQUE) with and without resampling techniques being included. Bias, testing power, Type I error, and computing time were compared between REML and MINQUE approaches with and without Jackknife technique based on 500 simulated data sets. Results showed that MINQUE and REML methods performed equally regarding bias, Type I error, and power. Jackknife-based MINQUE and REML greatly improved power compared to non-Jackknife based linear mixed model approaches. Results also showed that MINQUE is more time-saving compared to REML, especially with the use of resampling techniques and large data set analysis. Results from the actual cotton data analysis were in agreement with our simulated results. Therefore, Jackknife-based MINQUE approaches could be recommended to achieve desirable power with reduced time for a large data analysis and model simulations. 展开更多
关键词 Comparison of REML and MINQUE for Estimated Variance Components and Predicted random effects
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Inference Based on Empirical Likelihood for Varying Coefficient Model with Random Effect 被引量:1
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作者 Wanbin Li Liugen Xue 《Open Journal of Statistics》 2013年第6期52-59,共8页
In this article, we develop a statistical inference technique for the unknown coefficient functions in the varying coeffi- cient model with random effect. A residual-adjusted block empirical likelihood (RABEL) method ... In this article, we develop a statistical inference technique for the unknown coefficient functions in the varying coeffi- cient model with random effect. A residual-adjusted block empirical likelihood (RABEL) method is suggested to inves- tigate the model by taking the within-subject correlation into account. Due to the residual adjustment, the proposed RABEL is asymptotically chi-squared distribution. We illustrate the large sample performance of the proposed method via Monte Carlo simulations and a real data application. 展开更多
关键词 VARYING COEFFICIENT Model random effect Empirical LIKELIHOOD Longitudinal Data
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Automatic Variable Selection for Single-Index Random Effects Models with Longitudinal Data
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作者 Suigen Yang Liugen Xue 《Open Journal of Statistics》 2014年第3期230-237,共8页
We consider the problem of variable selection for the single-index random effects models with longitudinal data. An automatic variable selection procedure is developed using smooth-threshold. The proposed method share... We consider the problem of variable selection for the single-index random effects models with longitudinal data. An automatic variable selection procedure is developed using smooth-threshold. The proposed method shares some of the desired features of existing variable selection methods: the resulting estimator enjoys the oracle property;the proposed procedure avoids the convex optimization problem and is flexible and easy to implement. Moreover, we use the penalized weighted deviance criterion for a data-driven choice of the tuning parameters. Simulation studies are carried out to assess the performance of our method, and a real dataset is analyzed for further illustration. 展开更多
关键词 VARIABLE SELECTION Single-Index MODEL random effects Longitudinal DATA
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Estimation in Nonlinear Models with Random Effects
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作者 宗序平 朱仲义 《Journal of Southeast University(English Edition)》 EI CAS 1998年第2期124-129,共6页
A necessary condition for existence of any weakly consistent estimator is presented in nonlinear models with random effects. Under mild regularity conditions, the strong consistency and the asymptotic normality of the... A necessary condition for existence of any weakly consistent estimator is presented in nonlinear models with random effects. Under mild regularity conditions, the strong consistency and the asymptotic normality of the estimator are proved. The results of Breslow and Calyton(1993), Lee and Nelder(1996) are improved. 展开更多
关键词 fixed effects random effects marginal likelihood
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A random effects generalized linear model for reliability compositive evaluation 被引量:2
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作者 ZHAO Hui YU Dan 《Science China Mathematics》 SCIE 2009年第10期2218-2226,共9页
This paper first proposes a random effects generalized linear model to evaluate the storage life of one kind of high reliable and small sample-sized products by combining multi-sources information of products coming f... This paper first proposes a random effects generalized linear model to evaluate the storage life of one kind of high reliable and small sample-sized products by combining multi-sources information of products coming from the same population but stored at different environments. The relevant algorithms are also provided. Simulation results manifest the soundness and effectiveness of the proposed model. 展开更多
关键词 success-failure life test “case I” interval censored data Weibull distribution random effects complementary log-log link function 62N01 62P30
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Bootstrap Inference on the Variance Component Functions in the Two-Way Random Effects Model with Interaction 被引量:1
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作者 YE Rendao GE Wenting LUO Kun 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2021年第2期774-791,共18页
In this paper,using the Bootstrap approach and generalized approach,the authors consider the one-sided hypothesis testing problems for variance component functions in the two-way random effects model.Firstly,the test ... In this paper,using the Bootstrap approach and generalized approach,the authors consider the one-sided hypothesis testing problems for variance component functions in the two-way random effects model.Firstly,the test statistics and confidence intervals for the sum of variance components are constructed.Next,the one-sided hypothesis testing problems for the ratio of variance components are also discussed.The Monte Carlo simulation results indicate that the Bootstrap approach is better than the generalized approach in most cases.Finally,the above approaches are applied to the real data examples of mice blood p H and molded plastic part’s dimensions. 展开更多
关键词 BOOTSTRAP generalized approach two-way random effects model variance component function
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Additive Hazards Regression with Random Effects for Clustered Failure Times
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作者 Deng PAN Yan Yan LIU Yuan Shan WU 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2015年第3期511-525,共15页
Additive hazards model with random effects is proposed for modelling the correlated failure time data when focus is on comparing the failure times within clusters and on estimating the correlation between failure time... Additive hazards model with random effects is proposed for modelling the correlated failure time data when focus is on comparing the failure times within clusters and on estimating the correlation between failure times from the same cluster, as well as the marginal regression parameters. Our model features that, when marginalized over the random effect variable, it still enjoys the structure of the additive hazards model. We develop the estimating equations for inferring the regression parameters. The proposed estimators are shown to be consistent and asymptotically normal under appropriate regularity conditions. Furthermore, the estimator of the baseline hazards function is proposed and its asymptotic properties are also established. We propose a class of diagnostic methods to assess the overall fitting adequacy of the additive hazards model with random effects. We conduct simulation studies to evaluate the finite sample behaviors of the proposed estimators in various scenarios. Analysis of the Diabetic Retinopathy Study is provided as an illustration for the proposed method. 展开更多
关键词 Additive hazards regression clustered failure times counting process empirical process frailty model checking random effects
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Testing for Random Effects in Linear Mixed Models for Longitudinal Data under Moment Conditions
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作者 Zai King LI Li Xing ZHU +2 位作者 Ping WU Jian Hong WU Wang Li XU 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2010年第3期497-514,共18页
In this paper, we consider whether the random effect exists in linear mixed models (LMMs) when only moment conditions are assumed. Based on the estimators of parameters and their asymptotic properties, a Wald-type t... In this paper, we consider whether the random effect exists in linear mixed models (LMMs) when only moment conditions are assumed. Based on the estimators of parameters and their asymptotic properties, a Wald-type test is constructed. It is consistent against global alternatives and is sensitive to the local alternatives converging to the null hypothesis at parametric rates, a fastest possibly rate for goodness-of-fit testing. Moreover, a simulation study shows the performance of the test is good. The procedure also applies to a real data. 展开更多
关键词 consistent estimators asymptotic normality LMMs random effects
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Accessing Individual Students Academic Performance Using Random Effect Analysis(Multilevel Analysis)
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作者 Ekow Ewusi Amissah Nana Kena Frempong Emmanuel DeGraft Johnson Owusu-Ansah 《Communications in Mathematics and Statistics》 SCIE 2016年第3期341-357,共17页
Sometimes,people with interest in measuring quality of education take intoaccountlevel in academic performance and various associated factors.Usually,an aver-age academic performance is an accustomed way of assessment... Sometimes,people with interest in measuring quality of education take intoaccountlevel in academic performance and various associated factors.Usually,an aver-age academic performance is an accustomed way of assessment;however,this studyexamines on individual basis different factors that might have an impact on the acad-emic performance of undergraduate students.Data on the semester weighted averageof class of 2012 mathematics students were acquired from the Quality Assurance andPlanning Unit and the Examination Office of the Department of Mathematics,KwameNkrumah University of Science and Technology.The main factors considered for thisresearch were entry age,gender,entry aggregate,Ghana education service gradedlevel of senior high school attended and geographical location.The statistical methodconsidered was random effect.Since the interaction or variation around the slope washighly insignificant,the random intercept model was the better alternative ahead ofthe random intercept and slope model.Statistically,not all the parameter estimatesare significant at a=0.05 level of significance.It was observed that the differencein geographical location was not significant in the main effect model.Hence where astudent comes from has no influence on their academic performance.However,entryaggregate,entry age and gender were all significant.Nevertheless,the geographical location with regard to the Northern Belt was significant in the linear trend with astandard deviation of approximately 0.712. 展开更多
关键词 random effect random intercept model random intercept and slopemodel Standard deviation SWA ESTIMATE
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Total ionizing dose and synergistic effects of magnetoresistive random-access memory 被引量:9
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作者 Xing-Yao Zhang Qi Guo +1 位作者 Yu-Dong Li Lin Wen 《Nuclear Science and Techniques》 SCIE CAS CSCD 2018年第8期136-140,共5页
A magnetoresistive random-access memory(MRAM) device was irradiated by ^(60) Co c-rays and an electron beam.The synergistic effect of this on the MRAM was tested with an additional magnetic field during irradiation,fr... A magnetoresistive random-access memory(MRAM) device was irradiated by ^(60) Co c-rays and an electron beam.The synergistic effect of this on the MRAM was tested with an additional magnetic field during irradiation,from which the total ionizing dose(TID) and the synergistic damage mechanism of MRAM were analyzed.In addition,DC,AC,and functional parameters of the memory were tested under irradiation and annealing via a very large-scale integrated circuit test system.The radiation-sensitive parameters were obtained through analyzing the data.Because of the magnetic field applied on the MRAM while testing the synergistic effects,shallow trench isolation leakage and Frenkel–Poole emission due to synergistic effects were smaller than that of TID,and hence radiation damage of the synergistic effects was also lower. 展开更多
关键词 随机存取 剂量 电离 记忆 集成电路测试 MRAM TID 存储器
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RANDOM MICROSTRUCTURE FINITE ELEMENT METHOD AND ITS VERIFICATION FOR EFFECTIVE PROPERTIES OF COMPOSITE MATERIALS 被引量:1
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作者 翟鹏程 《Journal of Wuhan University of Technology(Materials Science)》 SCIE EI CAS 2000年第1期6-12,共7页
The present study aims at developing a new method-RandomMicrostructure Finite Element Method (RMFEM) for the effectiveproperties of com- Posite materials. In this method, a randommicrostructure Model is used to simula... The present study aims at developing a new method-RandomMicrostructure Finite Element Method (RMFEM) for the effectiveproperties of com- Posite materials. In this method, a randommicrostructure Model is used to simulate the microstructure of thereal composite materials. The physical fields in such a randomMicrosturucture model under specified boundary and initial Conditionsare analyzed by finite element method. 展开更多
关键词 random microstructure finite elment method effective property COMPOSITEMATERIALS
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