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http://hdl.handle.net/1942/25871
Title: | Fast, Closed-form, and Efficient Estimators for Hierarchical Models with AR(1) Covariance and Unequal Cluster Sizes | Authors: | HERMANS, Lisa NASSIRI, Vahid MOLENBERGHS, Geert Kenward, Michael G. VAN DER ELST, Wim AERTS, Marc VERBEKE, Geert |
Issue Date: | 2018 | Source: | Communications in statistics. Simulation and computation, 47 (5),p. 1492-1505 | Status: | In Press | Abstract: | This article is concerned with statistically and computationally efficient estimation in a hierarchical data setting with unequal cluster sizes and an AR(1) covariance structure. Maximum likelihood estimation for AR(1) requires numerical iteration when cluster sizes are unequal. A near optimal non-iterative procedure is proposed. Pseudo-likelihood and split-sample methods are used, resulting in computing weights to combine cluster size specific parameter estimates. Results show that the method is statistically nearly as efficient as maximum likelihood, but shows great savings in computation time. | Notes: | Hermans, L (reprint author), Univ Hasselt, I BioStat, B-3590 Diepenbeek, Belgium. lisa.hermans@uhasselt.be | Keywords: | maximum likelihood; pseudo-likelihood; unequal cluster size | Document URI: | http://hdl.handle.net/1942/25871 | ISSN: | 0361-0918 | e-ISSN: | 1532-4141 | DOI: | 10.1080/03610918.2017.1316395 | ISI #: | 000434682800017 | Rights: | © Taylor & Francis Group, LLC | Category: | A1 | Type: | Journal Contribution | Validations: | ecoom 2019 |
Appears in Collections: | Research publications |
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File | Description | Size | Format | |
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Estimation in AR(1) models.pdf | Peer-reviewed author version | 926.19 kB | Adobe PDF | View/Open |
hermans2017.pdf Restricted Access | Early view | 706.3 kB | Adobe PDF | View/Open Request a copy |
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