2009
DOI: 10.1093/biostatistics/kxp053
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Bayesian inference for generalized linear mixed models

Abstract: Generalized linear mixed models (GLMMs) continue to grow in popularity due to their ability to directly acknowledge multiple levels of dependency and model different data types. For small sample sizes especially, likelihood-based inference can be unreliable with variance components being particularly difficult to estimate. A Bayesian approach is appealing but has been hampered by the lack of a fast implementation, and the difficulty in specifying prior distributions with variance components again being particu… Show more

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Cited by 225 publications
(208 citation statements)
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“…Fong et al, 2010). In our stationary versus non-stationary setting, we can use the simulation study to investigate the quality of the rule of thumb that the difference should be at least ten in favour of the more complex model for this to be chosen.…”
Section: Simulation Studymentioning
confidence: 99%
“…Fong et al, 2010). In our stationary versus non-stationary setting, we can use the simulation study to investigate the quality of the rule of thumb that the difference should be at least ten in favour of the more complex model for this to be chosen.…”
Section: Simulation Studymentioning
confidence: 99%
“…A practical limitation to data analysis using MCMC, especially for complex data sets, is the large computational burden. Fong et al [35] propose integrated nested Laplace approximation, which combines Laplace approximations and numerical integration, as a computationally efficient alternative to MCMC methods. They conclude that their approximation strategy is accurate in general, but may be less accurate for binomial data with small denominators.…”
Section: Accounting For Overdispersionmentioning
confidence: 99%
“…Standard approaches rely on numerical integration [65] or Laplace approximation [66,67], but neither strategy scales well with the increasing dimension of the integral, which in our case is equal to the sample size. Because of this problem, standard implementations of binomial mixed models often produce biased estimates and overly narrow (i.e., anti-conservative) confidence intervals [68][69][70][71][72]. To overcome this problem, we instead use a Markov chain Monte Carlo (MCMC) algorithm-based approach for inference, using un-informative priors for the hyper-parameters h 2 and σ 2 .…”
Section: The Binomial Mixed Model and The Macau Algorithmmentioning
confidence: 99%