论文标题

估计具有正态分布随机效应的线性混合效应模型

Estimating Linear Mixed Effects Models with Truncated Normally Distributed Random Effects

论文作者

Chen, Hao, Han, Lanshan, Lim, Alvin

论文摘要

线性混合效应(LME)模型已被广泛应用于许多领域的聚类数据分析,包括营销研究,临床试验和生物医学研究。如果假设对随机效应的正常分布,则可以使用最大似然方法进行推论。但是,在经济,商业和医学的许多应用中,在考虑了现实世界的解释后,对回归参数施加限制通常至关重要。因此,在本文中,我们扩展了经典的(无约束)LME模型,以允许其整体系数限制符号。我们建议假设对随机效应的对称双截断法线(SDTN)分布,而不是经典文献中通常可以找到的不受约束的正态分布。随着上述变化,随着因变量的确切分布在分析上棘手时,难度已大大增加。然后,我们开发了基于似然的方法,以利用其确切分布的近似来估计未知模型参数。仿真研究表明,所提出的约束模型不仅可以改善结果的现实解释,而且还可以在模型拟合中获得令人满意的性能,而与现有模型相比。

Linear Mixed Effects (LME) models have been widely applied in clustered data analysis in many areas including marketing research, clinical trials, and biomedical studies. Inference can be conducted using maximum likelihood approach if assuming Normal distributions on the random effects. However, in many applications of economy, business and medicine, it is often essential to impose constraints on the regression parameters after taking their real-world interpretations into account. Therefore, in this paper we extend the classical (unconstrained) LME models to allow for sign constraints on its overall coefficients. We propose to assume a symmetric doubly truncated Normal (SDTN) distribution on the random effects instead of the unconstrained Normal distribution which is often found in classical literature. With the aforementioned change, difficulty has dramatically increased as the exact distribution of the dependent variable becomes analytically intractable. We then develop likelihood-based approaches to estimate the unknown model parameters utilizing the approximation of its exact distribution. Simulation studies have shown that the proposed constrained model not only improves real-world interpretations of results, but also achieves satisfactory performance on model fits as compared to the existing model.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源