Estimation Methods for Mixed Logistic Models with Few Clusters

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10 Scopus citations

Abstract

For mixed models generally, it is well known that modeling data with few clusters will result in biased estimates, particularly of the variance components and fixed effect standard errors. In linear mixed models, small sample bias is typically addressed through restricted maximum likelihood estimation (REML) and a Kenward-Roger correction. Yet with binary outcomes, there is no direct analog of either procedure. With a larger number of clusters, estimation methods for binary outcomes that approximate the likelihood to circumvent the lack of a closed form solution such as adaptive Gaussian quadrature and the Laplace approximation have been shown to yield less-biased estimates than linearization estimation methods that instead linearly approximate the model. However, adaptive Gaussian quadrature and the Laplace approximation are approximating the full likelihood rather than the restricted likelihood; the full likelihood is known to yield biased estimates with few clusters. On the other hand, linearization methods linearly approximate the model, which allows for restricted maximum likelihood and the Kenward-Roger correction to be applied. Thus, the following question arises: Which is preferable, a better approximation of a biased function or a worse approximation of an unbiased function? We address this question with a simulation and an illustrative empirical analysis.

Original languageEnglish (US)
Pages (from-to)790-804
Number of pages15
JournalMultivariate Behavioral Research
Volume51
Issue number6
DOIs
StatePublished - Nov 1 2016
Externally publishedYes

Keywords

  • hierarchical generalized linear model
  • Mutilevel logistic regression
  • small sample

ASJC Scopus subject areas

  • Statistics and Probability
  • Experimental and Cognitive Psychology
  • Arts and Humanities (miscellaneous)

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