| Popis: |
Unlike the estimation for the parameters in a linear longitudinal mixed model with independent t errors, the estimation of parameters of a generalized linear longitudinal mixed model (GLLMM) for discrete such as count and binary data with independent t random effects involved in the linear predictor of the model, may be challenging. The main difficulty arises in the estimation of the degrees of freedom parameter of the t distribution of the random effects involved in such models for discrete data. This is because, when the random effects follow a heavy tailed t-distribution, one can no longer compute the basic properties analytically, because of the fact that moment generating function of the t random variable is unknown or can not be computed, even though characteristic function exists and can be computed. In this paper, we develop a simulations based numerical approach to resolve this issue. The parameters involved in the numerically computed unconditional mean, variance and correlations are estimated by using the well known generalized quasi-likelihood (GQL) and method of moments approach. It is demonstrated that the marginal GQL estimator for the regression effects asymptotically follow a multivariate Gaussian distribution. The asymptotic properties of the estimators for the rest of the parameters are also indicated. |
