Within-cluster resampling for multilevel models under informative cluster size

Within-cluster resampling for multilevel models under informative cluster size
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信息簇大小下多级模型的簇内重采样

DOI:
10.1093/biomet/asz035
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发表时间:
2019
期刊:
影响因子:
2.7
通讯作者:
Skinner, C. J.
Skinner, C. J.
中科院分区:
数学2区
文献类型:
--
作者:
Lee, D.;Kim, J. K.;Skinner, C. J.

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本文提出了一种类内重构方法,用于在信息类大小存在的情况下对多水平模型进行拟合。我们的方法是基于这样的想法,即通过绘制包含来自每个聚类的固定数量的观测的自举样本来移除聚类大小中的信息。然后,我们通过最大化自助样本的平均值,适当的复合对数似然估计参数。所提出的估计的一致性,并不需要指定正确的模型集群大小。我们给出了该估计量的协方差矩阵的估计量,并对集群大小的非信息性进行了检验。一个模拟研究表明,如,标准的最大似然估计表现出一些回归系数的偏差很小。然而,对于那些表现出不可忽略的偏见的参数,所提出的方法是成功的,在纠正这种偏见。
A within-cluster resampling method is proposed for fitting a multilevel model in the presence of informative cluster size. Our method is based on the idea of removing the information in the cluster sizes by drawing bootstrap samples which contain a fixed number of observations from each cluster. We then estimate the parameters by maximizing an average, over the bootstrap samples, of a suitable composite loglikelihood. The consistency of the proposed estimator is shown and does not require that the correct model for cluster size is specified. We give an estimator of the covariance matrix of the proposed estimator, and a test for the noninformativeness of the cluster sizes. A simulation study shows, as in , that the standard maximum likelihood estimator exhibits little bias for some regression coefficients. However, for those parameters which exhibit nonnegligible bias, the proposed method is successful in correcting for this bias.
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发表时间: 2003-09-01
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