A semi-parametric Bayesian approach to generalized linear mixed models

Stat Med. 1998 Nov 30;17(22):2579-96. doi: 10.1002/(sici)1097-0258(19981130)17:22<2579::aid-sim948>3.0.co;2-p.

Abstract

The linear mixed effects model with normal errors is a popular model for the analysis of repeated measures and longitudinal data. The generalized linear model is useful for data that have non-normal errors but where the errors are uncorrelated. A descendant of these two models generates a model for correlated data with non-normal errors, called the generalized linear mixed model (GLMM). Frequentist attempts to fit these models generally rely on approximate results and inference relies on asymptotic assumptions. Recent advances in computing technology have made Bayesian approaches to this class of models computationally feasible. Markov chain Monte Carlo methods can be used to obtain 'exact' inference for these models, as demonstrated by Zeger and Karim. In the linear or generalized linear mixed model, the random effects are typically taken to have a fully parametric distribution, such as the normal distribution. In this paper, we extend the GLMM by allowing the random effects to have a non-parametric prior distribution. We do this using a Dirichlet process prior for the general distribution of the random effects. The approach easily extends to more general population models. We perform computations for the models using the Gibbs sampler.

Publication types

  • Research Support, U.S. Gov't, Non-P.H.S.
  • Research Support, U.S. Gov't, P.H.S.

MeSH terms

  • Bayes Theorem*
  • Linear Models*