Penalized Composite Likelihood Estimation for Spatial Generalized Linear Mixed Models

Message:
Article Type:
Research/Original Article (دارای رتبه معتبر)
Abstract:
When discussing non-Gaussian spatially correlated variables, generalized linear mixed models have enough flexibility for modeling various data types. However, the maximum likelihood methods are plagued with substantial calculations for large data sets, resulting in long waiting times for estimating the model parameters. To alleviate this drawback, composite likelihood functions obtained from the product of the likelihoods of subsets of observations are used. The current paper uses the pairwise likelihood method to study the parameter estimations of spatial generalized linear mixed models. Then, we use the weighted pairwise and penalized likelihood functions to estimate the parameters of the mentioned models. The accuracy of estimates based on these likelihood functions is evaluated and compared with full likelihood function-based estimation using simulation studies. Based on our results, the penalized likelihood function improved parameter estimation. Prediction using penalized likelihood functions is applied. Ultimately, pairwise and penalized pairwise likelihood methods are applied to analyze count real data sets.
Language:
English
Published:
Journal of Sciences, Islamic Republic of Iran, Volume:35 Issue: 2, Spring 2024
Pages:
135 to 145
https://www.magiran.com/p2830849  
سامانه نویسندگان
  • Mohammadzadeh، Mohsen
    Corresponding Author (2)
    Mohammadzadeh, Mohsen
    Professor Department of Statistics, Tarbiat Modares University, تهران, Iran
اطلاعات نویسنده(گان) توسط ایشان ثبت و تکمیل شده‌است. برای مشاهده مشخصات و فهرست همه مطالب، صفحه رزومه را ببینید.
مقالات دیگری از این نویسنده (گان)