A consistent estimator for logistic mixed effect models

• Autores: Yizheng Wei, Yanyuan Ma, Tanya P. Garcia, Samiran Sinha
• Localización: Canadian Journal of Statistics = Revue Canadienne de Statistique, ISSN 0319-5724, Vol. 47, Nº. 2, 2019, págs. 140-156
• Idioma: inglés
• DOI: 10.1002/cjs.11482
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  • AbstractENTHIS LINK GOES TO A ENGLISH SECTIONFRTHIS LINK GOES TO A FRENCH SECTION We propose a consistent and locally efficient method of estimating the model parameters of a logistic mixed effect model with random slopes. Our approach relaxes two typical assumptions: the random effects being normally distributed, and the covariates and random effects being independent of each other. Adhering to these assumptions is particularly difficult in health studies where, in many cases, we have limited resources to design experiments and gather data in long‐term studies, while new findings from other fields might emerge, suggesting the violation of such assumptions. So it is crucial to have an estimator that is robust to such violations; then we could make better use of current data harvested using various valuable resources. Our method generalizes the framework presented in Garcia & Ma (2016) which also deals with a logistic mixed effect model but only considers a random intercept. A simulation study reveals that our proposed estimator remains consistent even when the independence and normality assumptions are violated. This contrasts favourably with the traditional maximum likelihood estimator which is likely to be inconsistent when there is dependence between the covariates and random effects. Application of this work to a study of Huntington's disease reveals that disease diagnosis can be enhanced using assessments of cognitive performance. The Canadian Journal of Statistics 47: 140–156; 2019 © 2019 Statistical Society of Canad