Using a correlated probit model approximation to estimate the variance for binary matched pairs

A correlated probit model approximation for conditional probabilities (Mendell and Elston 1974) is used to estimate the variance for binary matched pairs data by maximum likelihood. Using asymptotic data, the bias of the estimates is shown to be small for a wide range of intra-class correlations and incidences. This approximation is also compared with other recently published, or implemented, improved approximations. For the small sample examples presented, it shows a substantial advantage over other approximations. The method is extended to allow covariates for each observation, and fitting by iteratively reweighted least squares.

[1]  D. Waddington,et al.  The role of perception in the causation of dustbathing behaviour in domestic fowl , 1995, Animal Behaviour.

[2]  Noreen Goldman,et al.  An assessment of estimation procedures for multilevel models with binary responses , 1995 .

[3]  R. Schall Estimation in generalized linear models with random effects , 1991 .

[4]  S. Raudenbush,et al.  Maximum Likelihood for Generalized Linear Models with Nested Random Effects via High-Order, Multivariate Laplace Approximation , 2000 .

[5]  H. Goldstein Restricted unbiased iterative generalized least-squares estimation , 1989 .

[6]  W. Buist,et al.  Inference for threshold models with variance components from the generalized linear mixed model perspective , 1995, Genetics Selection Evolution.

[7]  R C Elston,et al.  Multifactorial qualitative traits: genetic analysis and prediction of recurrence risks. , 1974, Biometrics.

[8]  John Hinde,et al.  Compound Poisson Regression Models , 1982 .

[9]  S. Lipsitz,et al.  Efficient Estimation of the Intraclass Correlation for a Binary Trait , 1996 .

[10]  C. McCulloch Maximum Likelihood Variance Components Estimation for Binary Data , 1994 .

[11]  Ross L. Prentice,et al.  Likelihood inference in a correlated probit regression model , 1984 .

[12]  Robin Thompson,et al.  Comparisons of some GLMM estimators for a simple binomial model , 1994 .

[13]  N. Breslow,et al.  Bias correction in generalised linear mixed models with a single component of dispersion , 1995 .

[14]  A. Keen,et al.  A simple approach for the analysis of generalizea linear mixed models , 1994 .

[15]  L. García-Cortés,et al.  On biased inferences about variance components in the binary threshold model , 1997, Genetics Selection Evolution.

[16]  Harvey Goldstein Consistent estimators for multilevel generalised linear models using an iterated bootstrap , 1998 .

[17]  Harvey Goldstein,et al.  Improved Approximations for Multilevel Models with Binary Responses , 1996 .

[18]  I. Hoeschele,et al.  Estimation of variance components of threshold characters by marginal posterior modes and means via Gibbs sampling , 1995, Genetics Selection Evolution.

[19]  N. Breslow,et al.  Approximate inference in generalized linear mixed models , 1993 .

[20]  J. Nelder,et al.  Hierarchical Generalized Linear Models , 1996 .

[21]  A. L. Rae,et al.  The analysis of binomial data by a generalized linear mixed model , 1985 .

[22]  Scott L. Zeger,et al.  Generalized linear models with random e ects: a Gibbs sampling approach , 1991 .

[23]  A. Kuk Asymptotically Unbiased Estimation in Generalized Linear Models with Random Effects , 1995 .

[24]  H. Goldstein Nonlinear multilevel models, with an application to discrete response data , 1991 .

[25]  C. Mcgilchrist Estimation in Generalized Mixed Models , 1994 .