Title: Performance of likelihood-based estimation methods for multilevel binary regression models
Authors: Callens, M ×
Croux, Christophe #
Issue Date: 2005
Series Title: Journal of Statistical Computation and Simulation vol:75 issue:12 (Dec.) pages:1003-1017
Abstract: By means of a fractional factorial simulation experiment, we. compare the performance of penalised quasi-likelihood (PQL), non-adaptive Gaussian quadrature and adaptive Gaussian quadrature in estimating parameters for multilevel logistic regression models. The comparison is done in terms of bias, mean-squared error (MSE), numerical convergence and computational efficiency. It turns out that in terms of MSE, standard versions of the quadrature methods per-form relatively poorly in comparison with PQL.
ISSN: 0094-9655
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Research Center for Operations Research and Business Statistics (ORSTAT), Leuven
× corresponding author
# (joint) last author

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