Seminar: Aishwarya Bhaskaran, Macquarie University, Sydney
Seminar
Date: Wednesday 19 June 2024
Time: 13.00 – 14.00
Location: Campus Albano, Lecture room 27, house 4, level 2
Usable and precise asymptotics for generalized linear mixed model analysis
Abstract
Generalized linear mixed models are an essential group of models for analysing many present-day complex data sets, especially those that contain non-normal and correlated response data. Despite the large volume of research concerning this group of models, there is little theory concerning the statistical properties of maximum likelihood estimators. Existing theoretical results available for the asymptotic variance-covariance matrix for such estimators contain limits and expectations over the response distribution. Hence such results are not easy to implement for tasks such as confidence interval construction. We present precise asymptotic results that have explicit and simple studentizable forms for likelihood-based generalized linear mixed model analysis. We also look at finite sample performance via a simulation study.
Last updated: June 17, 2024
Source: Department of Statistics