Autoregressive Cholesky Factor Modeling for Marginalized Random Effects Models

• Published in: Communications for statistical applications and methods Vol. 21; no. 2; pp. 169 - 181
• Main Authors: Lee, Keunbaik, Sung, Sunah
• Format: Journal Article
• Language: Korean
• Published: 한국통계학회 30.03.2014
• Subjects: autoregressive model; heterogeneity; Population-averaged effect; positive definite; Quasi-Monte Carlo; Population-averaged effect; Quasi-Monte Carlo; positive definite; heterogeneity; autoregressive model
• ISSN: 2287-7843

Marginalized random effects models (MREM) are commonly used to analyze longitudinal categorical data when the population-averaged effects is of interest. In these models, random effects are used to explain both subject and time variations. The estimation of the random effects covariance matrix is not simple in MREM because of the high dimension and the positive definiteness. A relatively simple structure for the correlation is assumed such as a homogeneous AR(1) structure; however, it is too strong of an assumption. In consequence, the estimates of the fixed effects can be biased. To avoid this problem, we introduce one approach to explain a heterogenous random effects covariance matrix using a modified Cholesky decomposition. The approach results in parameters that can be easily modeled without concern that the resulting estimator will not be positive definite. The interpretation of the parameters is sensible. We analyze metabolic syndrome data from a Korean Genomic Epidemiology Study using this method.