Online Interactive Discussion Meeting

Date: Wednesday 13 May 2020, 4.00PM
Location: online
Discussion Paper Meeting


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Paper:

'Linear mixed effects models for non-Gaussian continuous repeated measurement data' by Asar et al.

 

Authors:

Özgür Asar (Acıbadem Mehmet Ali Aydınlar University, Istanbul), David Bolin (King Abdullah University of Science and Technology, Thuwal, and University of Gothenburg), Peter J Diggle (Lancaster University) and Jonas Wallin (Lund University)

 

Abstract:

We consider the analysis of continuous repeated measurement outcomes that are collected longitudinally. A standard framework for analysing data of this kind is a linear Gaussian mixed effects model within which the outcome variable can be decomposed into fixed effects, time invariant and time-varying random effects, and measurement noise. We develop methodology that, for the first time, allows any combination of these stochastic components to be non-Gaussian, using multivariate normal variance–mean mixtures. To meet the computational challenges that are presented by large data sets, i.e. in the current context, data sets with many subjects and/or many repeated measurements per subject, we propose a novel implementation of maximum likelihood estimation using a computationally efficient subsampling-based stochastic gradient algorithm. We obtain standard error estimates by inverting the observed Fisher information matrix and obtain the predictive distributions for the random effects in both filtering (conditioning on past and current data) and smoothing (conditioning on all data) contexts. To implement these procedures, we introduce an R package: ngme. We reanalyse two data sets, from cystic fibrosis and nephrology research, that were previously analysed by using Gaussian linear mixed effects models.

 

We welcome your contributions to the discussion of the paper. Please check our new website https://rss.org.uk/training-events/events/key-events/discussion-papers/ for details and to download the PDF preprint of the paper. This webpage will be updated with the joining details over the next few days so please do check back.
 
 
Organised by the Research Section