Least Squares and Minimum MSE Estimators of Variance Components in Mixed Linear Models

The paper deals with the quadratic invariant estimators of the linear functions of variance components in mixed linear model. The estimator with locally minimal mean square error with respect to a parameter ? is derived. Under the condition of normality of the vector Y the theoretical values of MSE of several types of estimators are compared in two different mixed models; under a different types of distributions a simulation study is carried out for the behaviour of derived estimators.     

Estimation of regression parameters and the hazard function in transformed linear survival models

An estimator of the regression parameters in a semiparametric transformed linear survival model is examined. This estimator consists of a single Newton-like update of the solution to a rank-based estimating equation from an initial consistent estimator. An automated penalized likelihood algorithm is proposed for estimating the optimal weight function for the estimating equations and the error hazard function that is needed in the variance estimator. In simulations, the estimated optimal weights are found to give reasonably efficient estimators of the regression parameters, and the variance estimators are found to perform well. The methodology is applied to an analysis of prognostic factors in non-Hodgkin's lymphoma.     

Generalized Linear Mixed-Effects Models with a Finite-Support Random-Effects Distribution: A Maximum-Penalized-Likelihood Approach

We discuss a method for simultaneously estimating the fixed parameters of a generalized linear mixed-effects model and the random-effects distribution of which no parametric assumption is made. In addition, classifying subjects into clusters according to the random regression coefficients is a natural by-product of the proposed method. An alternative approach to maximum-likelihood method, maximum-penalized-likelihood method, is used to avoid estimating “too many” clusters. Consistency and asymptotic normality properties of the estimators are presented. We also provide robust variance estimators of the fixed parameters estimators which remain consistent even in presence of misspecification. The methodology is illustrated by an application to a weight loss study.     

Uniformly minimum variance unbiased estimators in split plot designs

Explicit forms of the uniformly minimum variance unbiased estimators (UMVUE) of estimable linear functions of the fixed effects and the UMVUE of variance components in the fixed linear normal model of the complete randomized block design in which there are several levels of plots splitting are found.     

Simultaneous estimation of parameters in different linear models and applications to biometric problems.

Empirical Bayes procedure is employed in simultaneous estimation of vector parameters from a number of Gauss-Markoff linear models. It is shown that with respect to quadratic loss function, empirical Bayes estimators are better than least squares estimators. While estimating the parameter for a particular linear model, a suggestion has been made for distinguishing between the loss due to decision maker and the loss due to individual. A method has been proposed but not fully studied to achieve balance between the two losses. Finally the problem of predicting future observations in a linear model has been considered.     

Effects of variance-function misspecification in analysis of longitudinal data

The approach of generalized estimating equations (GEE) is based on the framework of generalized linear models but allows for specification of a working matrix for modeling within-subject correlations. The variance is often assumed to be a known function of the mean. This article investigates the impacts of misspecifying the variance function on estimators of the mean parameters for quantitative responses. Our numerical studies indicate that (1) correct specification of the variance function can improve the estimation efficiency even if the correlation structure is misspecified; (2) misspecification of the variance function impacts much more on estimators for within-cluster covariates than for cluster-level covariates; and (3) if the variance function is misspecified, correct choice of the correlation structure may not necessarily improve estimation efficiency. We illustrate impacts of different variance functions using a real data set from cow growth.     

An Approximate EM Algorithm for Nonlinear Mixed Effects Models

In this article, we construct an approximate EM algorithm to estimate the parameters of a nonlinear mixed effects model. The iterative procedure can be viewed as an iterative method of moments procedure for estimating the variance components and an iterative reweighted least squares estimates for estimating the fixed effects. Therefore, it is valid without the normality assumptions on the random components. A computationally simple method of moments estimates of the model parameters are used as the starting values for our iterative procedure. A simulation study was conducted to compare the performances of the proposed procedure with the procedure proposed by Lindstrom and Bates (1990) for some normal models and nonnormal models.     

An alternative derivation of Harville's restricted log likelihood function for variance component estimation

Estimation of variance components in linear mixed models is important in clinical trial and longitudinal data analysis. It is also important in animal and plant breeding for accurately partitioning total phenotypic variance into genetic and environmental variances. Restricted maximum likelihood (REML) method is often preferred over the maximum likelihood (ML) method for variance component estimation because REML takes into account the lost degree of freedom resulting from estimating the fixed effects. The original restricted likelihood function involves a linear transformation of the original response variable (a collection of error contrasts). Harville's final form of the restricted likelihood function does not involve the transformation and thus is much easier to manipulate than the original restricted likelihood function. There are several different ways to show that the two forms of the restricted likelihood are equivalent. In this study, I present a much simpler way to derive Harville's restricted likelihood function. I first treat the fixed effects as random effects and call such a mixed model a pseudo random model (PDRM). I then construct a likelihood function for the PDRM. Finally, I let the variance of the pseudo random effects be infinity and show that the limit of the likelihood function of the PDRM is the restricted likelihood function.     

Semiparametric frailty models for clustered failure time data

We consider frailty models with additive semiparametric covariate effects for clustered failure time data. We propose a doubly penalized partial likelihood (DPPL) procedure to estimate the nonparametric functions using smoothing splines. We show that the DPPL estimators could be obtained from fitting an augmented working frailty model with parametric covariate effects, whereas the nonparametric functions being estimated as linear combinations of fixed and random effects, and the smoothing parameters being estimated as extra variance components. This approach allows us to conveniently estimate all model components within a unified frailty model framework. We evaluate the finite sample performance of the proposed method via a simulation study, and apply the method to analyze data from a study of sexually transmitted infections (STI).     

The Estimation of Skewness and Kurtosis of Random Effects in the Linear Model

Generalising the ANOVA method of estimating variance components in mixed linear models a simple procedure is presented to estimate skewness and kurtosis of the distributions of the random effects of the model. For the model II of a one-way classification this procedure is demonstrated explicitly.     

具有亲缘关系矩阵的混合模型的方差组分迭代估计——应用于计算BLUP的方差比值和遗传参数

论述的是来自非均街资料的混合模型中具有亲缘关系矩阵时利用迭代法估计方差组分问题。这篇文章表明计算程序是可行的,只要能够按照混合模型中固定效应的结构矩阵和Henderson方法3的固定效应的假设条件正确地计算二次型约化平方和,就可获得较为精确的方差组分估计值;而且表明方差初始比值k偏高或偏低,不影响迭代求解的最后结果,这是因为在迭代过程中可以通过结构矩阵x'x和x'x的控制而自行调整。这些方差组分不仅可应用于选种种畜用的BLUP计算,还可用来估计遗传参数。     

A modified pseudolikelihood approach for analysis of longitudinal data

We consider the analysis of longitudinal data when the covariance function is modeled by additional parameters to the mean parameters. In general, inconsistent estimators of the covariance (variance/correlation) parameters will be produced when the "working" correlation matrix is misspecified, which may result in great loss of efficiency of the mean parameter estimators (albeit the consistency is preserved). We consider using different "working" correlation models for the variance and the mean parameters. In particular, we find that an independence working model should be used for estimating the variance parameters to ensure their consistency in case the correlation structure is misspecified. The designated "working" correlation matrices should be used for estimating the mean and the correlation parameters to attain high efficiency for estimating the mean parameters. Simulation studies indicate that the proposed algorithm performs very well. We also applied different estimation procedures to a data set from a clinical trial for illustration.     

Confidence intervals for a variance ratio, or for heritability, in an unbalanced mixed linear model

A procedure is presented for constructing an exact confidence interval for the ratio of the two variance components in a possibly unbalanced mixed linear model that contains a single set of m random effects. This procedure can be used in animal and plant breeding problems to obtain an exact confidence interval for a heritability. The confidence interval can be defined in terms of the output of a least squares analysis. It can be computed by a graphical or iterative technique requiring the diagonalization of an m X m matrix or, alternatively, the inversion of a number of m X m matrices. Confidence intervals that are approximate can be obtained with much less computational burden, using either of two approaches. The various confidence interval procedures can be extended to some problems in which the mixed linear model contains more than one set of random effects. Corresponding to each interval procedure is a significance test and one or more estimators.     

Nonlinear mixed effects models for repeated measures data

We propose a general, nonlinear mixed effects model for repeated measures data and define estimators for its parameters. The proposed estimators are a natural combination of least squares estimators for nonlinear fixed effects models and maximum likelihood (or restricted maximum likelihood) estimators for linear mixed effects models. We implement Newton-Raphson estimation using previously developed computational methods for nonlinear fixed effects models and for linear mixed effects models. Two examples are presented and the connections between this work and recent work on generalized linear mixed effects models are discussed.     

A stage‐wise approach for the analysis of multi‐environment trials

Plant breeders and variety testing agencies routinely test candidate genotypes (crop varieties, lines, test hybrids) in multiple environments. Such multi‐environment trials can be efficiently analysed by mixed models. A single‐stage analysis models the entire observed data at the level of individual plots. This kind of analysis is usually considered as the gold standard. In practice, however, it is more convenient to use a two‐stage approach, in which experiments are first analysed per environment, yielding adjusted means per genotype, which are then summarised across environments in the second stage. Stage‐wise approaches suggested so far are approximate in that they cannot fully reproduce a single‐stage analysis, except in very simple cases, because the variance–covariance matrix of adjusted means from individual environments needs to be approximated by a diagonal matrix. This paper proposes a fully efficient stage‐wise method, which carries forward the full variance–covariance matrix of adjusted means from the individual environments to the analysis across the series of trials. Provided the variance components are known, this method can fully reproduce the results of a single‐stage analysis. Computations are made efficient by a diagonalisation of the residual variance–covariance matrix, which necessitates a corresponding linear transformation of both the first‐stage estimates (e.g. adjusted means and regression slopes for plot covariates) and the corresponding design matrices for fixed and random effects. We also exemplify the extension of the general approach to a three‐stage analysis. The method is illustrated using two datasets, one real and the other simulated. The proposed approach has close connections with meta‐analysis, where environments correspond to centres and genotypes to medical treatments. We therefore compare our theoretical results with recently published results from a meta‐analysis.     

Estimators of repeatability

Summary Analysis of variance and principal components methods have been suggested for estimating repeatability. In this study, six estimation procedures are compared: ANOVA, principal components based on the sample covariance matrix and also on the sample correlation matrix, a related multivariate method (structural analysis) based on the sample covariance matrix and also on the sample correlation matrix, and maximum likelihood estimation. A simulation study indicates that when the standard linear model assumptions are met, the estimators are quite similar except when the repeatability is small. Overall, maximum likelihood appears the preferred method. If the assumption of equal variance is relaxed, the methods based on the sample correlation matrix perform better although others are surprisingly robust. The structural analysis method (with sample correlation matrix) appears to be best.Paper number 776 from the Department of Meat and Animal Science, University of Wisconsin-Madison.     

On Testing an Unspecified Function Through a Linear Mixed Effects Model with Multiple Variance Components

Summary We examine a generalized F ‐test of a nonparametric function through penalized splines and a linear mixed effects model representation. With a mixed effects model representation of penalized splines, we imbed the test of an unspecified function into a test of some fixed effects and a variance component in a linear mixed effects model with nuisance variance components under the null. The procedure can be used to test a nonparametric function or varying‐coefficient with clustered data, compare two spline functions, test the significance of an unspecified function in an additive model with multiple components, and test a row or a column effect in a two‐way analysis of variance model. Through a spectral decomposition of the residual sum of squares, we provide a fast algorithm for computing the null distribution of the test, which significantly improves the computational efficiency over bootstrap. The spectral representation reveals a connection between the likelihood ratio test (LRT) in a multiple variance components model and a single component model. We examine our methods through simulations, where we show that the power of the generalized F ‐test may be higher than the LRT, depending on the hypothesis of interest and the true model under the alternative. We apply these methods to compute the genome‐wide critical value and p ‐value of a genetic association test in a genome‐wide association study (GWAS), where the usual bootstrap is computationally intensive (up to 10⁸ simulations) and asymptotic approximation may be unreliable and conservative.     

MIVQUE and REML Estimators of Variance Components under Proportionality Condition

In this study, a one-way random effect model with unequal cell variances is considered, and the Minimum Variance Quadratic Unbiased Estimator (MIVQUE) and Restricted Maximum Likelihood (REML) estimator of the variance components are studied. The algebraic inversion of the variance matrix of the observation vector is obtained to achieve some computational convenience. Using the proportionality condition described by Talukder (1992) that the cell sizes are proportional to the cell variances, MIVQUE and REML estimators are shown to be the same as the ANOVA estimators.     

Analysis of a Generalized Linear Mixed Model: A Case Study and Simulation Results

A class of generalized linear mixed models can be obtained by introducing random effects in the linear predictor of a generalized linear model, e.g. a split plot model for binary data or count data. Maximum likelihood estimation, for normally distributed random effects, involves high-dimensional numerical integration, with severe limitations on the number and structure of the additional random effects. An alternative estimation procedure based on an extension of the iterative re-weighted least squares procedure for generalized linear models will be illustrated on a practical data set involving carcass classification of cattle. The data is analysed as overdispersed binomial proportions with fixed and random effects and associated components of variance on the logit scale. Estimates are obtained with standard software for normal data mixed models. Numerical restrictions pertain to the size of matrices to be inverted. This can be dealt with by absorption techniques familiar from e.g. mixed models in animal breeding. The final model fitted to the classification data includes four components of variance and a multiplicative overdispersion factor. Basically the estimation procedure is a combination of iterated least squares procedures and no full distributional assumptions are needed. A simulation study based on the classification data is presented. This includes a study of procedures for constructing confidence intervals and significance tests for fixed effects and components of variance. The simulation results increase confidence in the usefulness of the estimation procedure.     

Robustified maximum likelihood estimation in generalized partial linear mixed model for longitudinal data

Summary .  In this article, we study the robust estimation of both mean and variance components in generalized partial linear mixed models based on the construction of robustified likelihood function. Under some regularity conditions, the asymptotic properties of the proposed robust estimators are shown. Some simulations are carried out to investigate the performance of the proposed robust estimators. Just as expected, the proposed robust estimators perform better than those resulting from robust estimating equations involving conditional expectation like Sinha (2004, Journal of the American Statistical Association 99, 451–460) and Qin and Zhu (2007, Journal of Multivariate Analysis 98, 1658–1683). In the end, the proposed robust method is illustrated by the analysis of a real data set.