Research Article
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Year 2018, Volume: 47 Issue: 2, 463 - 470, 01.04.2018

Abstract

References

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  • Niaparast, M. and Schwabe, R., Optimal design for quasi-likelihood estimation in Poisson regression with random coecients, Journal of Statistical Planning and Inference, 143, 296- 306, 2013.
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  • Pukelsheim, F. (1993). Optimal design of Experiments, (New York: Wiley, 1993).
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Efficiency of D-optimal designs for quasi-likelihood estimation in Poisson regression model with random effects

Year 2018, Volume: 47 Issue: 2, 463 - 470, 01.04.2018

Abstract

Optimum experimental designs are most commonly used to obtain maximum likelihood estimators of parameters. However, obtaining an explicit form of these estimators is not feasible for generalized linear mixed models (GLMMs). Hence as an alternative method to handle this issue, the quasi-likelihood method is applied to Poisson regression models with random effects, a special case of GLMMs. In this paper, we consider this model and compare D-optimal designs for quasi-likelihood estimation and maximum likelihood estimation of fixed effects parameters. The empirical results in a simulated environment suggest that the optimal designs for quasi-likelihood estimation are efficient.

References

  • Davidian, M. and Giltinan D. M.. Nonlinear Models for Repeated Measurement Data, (London: Chapman and Hall, 1995).
  • McCullagh, P., Quasi-likelihood function, The Annals of Statistics 11, 59-67, 1983.
  • McCullagh, P.and Nelder, J. A., Generalized Linear Models, 2nd edn., ( London: Chapman and Hall, 1989).
  • McCulloch, C. E.and Searle, S. R., Generalized Linear and Mixed Models, (New York: Wiley, 2001).
  • Mielke, T., Approximations of the Fisher Information for the construction of Ecient Experimental Designs in Nonlinear Mixed Eects Models, (Ph.D. Thesis, Otto-von-Guericke University, Germany, 2012).
  • Niaparast, M., On optimal design for a Poisson regression model with random intercept, Statistics and Probability Letters, textbf79, 741-747, 2009.
  • Niaparast, M. and Schwabe, R., Optimal design for quasi-likelihood estimation in Poisson regression with random coecients, Journal of Statistical Planning and Inference, 143, 296- 306, 2013.
  • Pinheiro, J. C. and Bates D. M., Mixed-Eects Models in S and S-Plus, (New York: Springer, 2000).
  • Pukelsheim, F. (1993). Optimal design of Experiments, (New York: Wiley, 1993).
  • Stufken, J. and Yang, M., On locally Optimal designs for Generalized Linear Models with group eects, The statistica sinica, 22, 1756-1786, 2012.
  • Waterhouse, T. H. (2005). Optimal Experimental Design for Nonlinear and Generalised Linear Models, (PhD thesis, University of Queensland, Australia, 2005).
There are 11 citations in total.

Details

Primary Language English
Subjects Mathematical Sciences
Journal Section Statistics
Authors

S. Mehr Mansour This is me

Mehrdad Niaparast This is me

Publication Date April 1, 2018
Published in Issue Year 2018 Volume: 47 Issue: 2

Cite

APA Mansour, S. M., & Niaparast, M. (2018). Efficiency of D-optimal designs for quasi-likelihood estimation in Poisson regression model with random effects. Hacettepe Journal of Mathematics and Statistics, 47(2), 463-470.
AMA Mansour SM, Niaparast M. Efficiency of D-optimal designs for quasi-likelihood estimation in Poisson regression model with random effects. Hacettepe Journal of Mathematics and Statistics. April 2018;47(2):463-470.
Chicago Mansour, S. Mehr, and Mehrdad Niaparast. “Efficiency of D-Optimal Designs for Quasi-Likelihood Estimation in Poisson Regression Model With Random Effects”. Hacettepe Journal of Mathematics and Statistics 47, no. 2 (April 2018): 463-70.
EndNote Mansour SM, Niaparast M (April 1, 2018) Efficiency of D-optimal designs for quasi-likelihood estimation in Poisson regression model with random effects. Hacettepe Journal of Mathematics and Statistics 47 2 463–470.
IEEE S. M. Mansour and M. Niaparast, “Efficiency of D-optimal designs for quasi-likelihood estimation in Poisson regression model with random effects”, Hacettepe Journal of Mathematics and Statistics, vol. 47, no. 2, pp. 463–470, 2018.
ISNAD Mansour, S. Mehr - Niaparast, Mehrdad. “Efficiency of D-Optimal Designs for Quasi-Likelihood Estimation in Poisson Regression Model With Random Effects”. Hacettepe Journal of Mathematics and Statistics 47/2 (April 2018), 463-470.
JAMA Mansour SM, Niaparast M. Efficiency of D-optimal designs for quasi-likelihood estimation in Poisson regression model with random effects. Hacettepe Journal of Mathematics and Statistics. 2018;47:463–470.
MLA Mansour, S. Mehr and Mehrdad Niaparast. “Efficiency of D-Optimal Designs for Quasi-Likelihood Estimation in Poisson Regression Model With Random Effects”. Hacettepe Journal of Mathematics and Statistics, vol. 47, no. 2, 2018, pp. 463-70.
Vancouver Mansour SM, Niaparast M. Efficiency of D-optimal designs for quasi-likelihood estimation in Poisson regression model with random effects. Hacettepe Journal of Mathematics and Statistics. 2018;47(2):463-70.