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Autoregressive Cholesky Factor Modeling for Marginalized Random Effects Models
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 Title & Authors
Autoregressive Cholesky Factor Modeling for Marginalized Random Effects Models
Lee, Keunbaik; Sung, Sunah;
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Marginalized random effects models (MREM) are commonly used to analyze longitudinal categorical data when the population-averaged effects is of interest. In these models, random effects are used to explain both subject and time variations. The estimation of the random effects covariance matrix is not simple in MREM because of the high dimension and the positive definiteness. A relatively simple structure for the correlation is assumed such as a homogeneous AR(1) structure; however, it is too strong of an assumption. In consequence, the estimates of the fixed effects can be biased. To avoid this problem, we introduce one approach to explain a heterogenous random effects covariance matrix using a modified Cholesky decomposition. The approach results in parameters that can be easily modeled without concern that the resulting estimator will not be positive definite. The interpretation of the parameters is sensible. We analyze metabolic syndrome data from a Korean Genomic Epidemiology Study using this method.
Population-averaged effect;heterogeneity;Quasi-Monte Carlo;autoregressive model;positive definite;
 Cited by
주변화 변량효과모형의 조사 및 고찰,전주영;이근백;

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