Access

You are not currently logged in.

Access your personal account or get JSTOR access through your library or other institution:

login

Log in to your personal account or through your institution.

If You Use a Screen Reader

This content is available through Read Online (Free) program, which relies on page scans. Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.

Asymptotically Unbiased Estimation in Generalized Linear Models with Random Effects

Anthony Y. C. Kuk
Journal of the Royal Statistical Society. Series B (Methodological)
Vol. 57, No. 2 (1995), pp. 395-407
Published by: Wiley for the Royal Statistical Society
Stable URL: http://www.jstor.org/stable/2345969
Page Count: 13
  • Read Online (Free)
  • Download ($29.00)
  • Subscribe ($19.50)
  • Cite this Item
Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Asymptotically Unbiased Estimation in Generalized Linear Models with Random Effects
Preview not available

Abstract

Obtaining estimates that are nearly unbiased has proven to be difficult when random effects are incorporated into a generalized linear model. In this paper, we propose a general method of adjusting any conveniently defined initial estimates to result in estimates which are asymptotically unbiased and consistent. The method is motivated by iterative bias correction and can be applied in principle to any parametric model. A simulation-based approach of implementing the method is described and the relationship of the method proposed with other sampling-based methods is discussed. Results from a small scale simulation study show that the method proposed can lead to estimates which are nearly unbiased even for the variance components while the standard errors are only slightly inflated. A new analysis of the famous salamander mating data is described which reveals previously undetected between-animal variation among the male salamanders and results in better prediction of mating outcomes.

Page Thumbnails

  • Thumbnail: Page 
[395]
    [395]
  • Thumbnail: Page 
396
    396
  • Thumbnail: Page 
397
    397
  • Thumbnail: Page 
398
    398
  • Thumbnail: Page 
399
    399
  • Thumbnail: Page 
400
    400
  • Thumbnail: Page 
401
    401
  • Thumbnail: Page 
402
    402
  • Thumbnail: Page 
403
    403
  • Thumbnail: Page 
404
    404
  • Thumbnail: Page 
405
    405
  • Thumbnail: Page 
406
    406
  • Thumbnail: Page 
407
    407