Flexible Regression And Smoothing

Author : Muhammad Mullah
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (1 download)

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Download or read book Evaluation of Smoothing in the Context of Generalized Linear Mixed Models written by Muhammad Mullah and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: "Nonparametric regression models continue to receive more attention and appreciation with the advance in both statistical methodology and computing software over the last three decades. These methods use smooth, flexible functional forms of the predictor to describe the dependency of the mean of responses on a set of covariates. The shape of the smooth curve is directly estimated from the data. While several competing approaches are available for such modelling, penalized splines (P-splines) are a powerful and applicable smoothing technique that restricts the influence of knots in regression splines. P-splines can be viewed as a particular case of generalized linear mixed models (GLMMs). To achieve a smooth function, we can use the GLMM to shrink the regression coefficients of knot points from a regression spline towards zero, by including them as random effects. The resulting models are referred to as semiparametric mixed models (SPMMs). The main advantage of this approach is that the smoothing parameter, which controls the trade-off between bias and variance, may be directly estimated from the data. Moreover, we can take full advantage of existing methods and software for GLMMs. This thesis addresses several unresolved methodological issues related to the implementation of SPMMs, especially for binary outcomes. First, how best to estimate flexible regression curves when the outcomes are correlated and binary is unclear, especially when cluster sizes are small and also when the validity of the model assumptions are violated. In this regard, in the first manuscript, I compare the performance of the likelihood-based and Bayesian approaches to estimate SPMMs for correlated binary data. I also investigate the effect of concurvity (analogous to multicollinearity in linear regression) among covariates on estimates of SPMMs components, an issue that has not yet been studied in the SPMMs context. Next, while it is evident that SPMMs performed very well in recapturing the true curves, it remained unclear how curve fitting via SPMMs impacts the estimation of correlation and variance parameters in complicated data situations arising from, for example, longitudinal studies where data are both over-dispersed and serially correlated. In the second manuscript, I extend the SPMM for analyzing over-dispersed and serially correlated longitudinal data and systematically evaluate the effect of smoothing using SPMMs on the correlation and variance parameter estimates. I also compare the performance of SPMMs to other simpler approaches for estimating the nonlinear association such as fractional polynomials, and quadratic polynomial. Finally, in the third manuscript, I introduce a novel LASSO type penalized splines in the SPMM setting to investigate if the curve fitting performance can be improved using a LASSO type absolute value penalty (to the changes in fit at knots) rather than using typical ridge regression penalty. All these methods are also applied to different real-life data sets." --