Skip to main navigation Skip to search Skip to main content

A simulation study for the binomial-logit model with correlated random effects

K. K W Yau, P. S F Ma

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Abstract

    A simulation study of the binomial-logit model with correlated random effects is carried out based on the generalized linear mixed model (GLMM) methodology. Simulated data with various numbers of regression parameters and different values of the variance component are considered. The performance of approximate maximum likelihood (ML) and residual maximum likelihood (REML) estimators is evaluated. For a range of true parameter values, we report the average biases of estimators, the standard error of the average bias and the standard error of estimates over the simulations. In general, in terms of bias, the two methods do not show significant differences in estimating regression parameters. The REML estimation method is slightly better in reducing the bias of variance component estimates.
    Original languageEnglish
    Pages (from-to)169-186
    JournalJournal of Statistical Computation and Simulation
    Volume63
    Issue number2
    DOIs
    Publication statusPublished - 1999

    Research Keywords

    • Binomial-logit model
    • Correlated random effects
    • GLMM
    • ML
    • REML

    Fingerprint

    Dive into the research topics of 'A simulation study for the binomial-logit model with correlated random effects'. Together they form a unique fingerprint.

    Cite this