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Estimation and Prediction of a Generalized Mixed-Effects Model with T-Process for Longitudinal Correlated Binary Data.

Cao Chunzheng,He Ming, Newcastle University,Liu Xin

Computational statistics(2021)

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摘要
We propose a generalized mixed-effects model based on t-process for longitudinal correlated binary data. The correlations among repeated binary outcomes are defined by a latent t-process, which provides a new framework on modeling nonlinear random- effects. The covariance kernel of the process can adaptively capture the subject-specific variations while the heavy-tails of the t-process enable robust inferences. We develop an efficient estimation procedure based on Monte Carlo EM algorithm and a prediction approach through conditional inference. Numerical studies indicate that the estimation and prediction based on the proposed model is robust against outliers compared with Gaussian model. We use the renal anemia and meteorological data as illustrative examples.
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关键词
Functional data,Heavy-tailed process,Prediction,Random-effects,Robustness
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