The analytical intractability of generalized linear mixed models (GLMMs) has generated a lot of research in the past two decades. Applied statisticians routinely face the frustrating prospect of widely disparate results produced by the methods that are currently implemented in commercially available software. This article is motivated by this frustration and develops guidance as well as new methods that are computationally efficient and statistically reliable. Two main classes of approximations have been developed: likelihood-based methods and Bayesian methods. Likelihood-based methods such as the penalized quasi-likelihood approach of Breslow and Clayton (1993) have been shown to produce biased estimates especially for binary clustered data with small clusters sizes. More recent methods such as the adaptive Gaussian quadrature approach perform well but can be overwhelmed by problems with large numbers of random effects, and efficient algorithms to better handle these situations have not yet been integrated in standard statistical packages. Similarly, Bayesian methods, though they have good frequentist properties when the model is correct, are known to be computationally intensive and also require specialized code, limiting their use in practice. In this article we build on our previous method (Capanu and Begg 2010) and propose a hybrid approach that provides a bridge between the likelihood-based and Bayesian approaches by employing Bayesian estimation for the variance compo- nents followed by Laplacian estimation for the regression coefficients with the goal of obtaining good statistical properties, with relatively good computing speed, and using widely available software. The hybrid approach is shown to perform well against the other competitors considered. Another impor- tant finding of this research is the surprisingly good performance of the Laplacian approximation in the difficult case of binary clustered data with small clusters sizes. We apply the methods to a real study of head and neck squamous cell carcinoma and illustrate their properties using simulations based on a widely-analyzed salamander mating dataset and on another important dataset involving the Guatemalan Child Health survey.
Numerical Analysis and Computation
Capanu, Marinela; Gonen, Mithat; and Begg, Colin B., "A Hybrid Bayesian Laplacian Approach for Generalized Linear Mixed Models" (September 2011). Memorial Sloan-Kettering Cancer Center, Dept. of Epidemiology & Biostatistics Working Paper Series. Working Paper 22.