Abstract:
:Hierarchical regression analysis holds much promise for epidemiologic analysis, but has as yet seen limited application because of lack of easily used software and the relatively lengthy run times of preferred fitting methods (such as true maximum likelihood and Bayesian approaches). This paper compares three relatively simple choices for estimation of the regression coefficients: maximum-likelihood first stage combined with a weighted-least-squares second stage (MLLS); joint iteratively reweighted least squares fitting of first and second stage (JILS); and empirically penalized quasi-likelihood (EPQL). These choices can be combined with various methods for estimating the second-stage variance; the two contrasted here are based on first and second-stage residuals. JILS and EPQL yielded indistinguishable results, and had small sample performance superior to MLLS. In larger samples there was little practical difference among the methods. Use of first-stage residuals to estimate the prior variance required considerably more computation than use of second-stage residuals, but produced no discernible improvement in regression coefficient estimates. All three methods performed well for estimation of first-stage parameters but were less satisfactory for estimation of second-stage parameters.
journal_name
Stat Medjournal_title
Statistics in medicineauthors
Greenland Sdoi
10.1002/(sici)1097-0258(19970315)16:5<515::aid-simsubject
Has Abstractpub_date
1997-03-15 00:00:00pages
515-26issue
5eissn
0277-6715issn
1097-0258pii
10.1002/(SICI)1097-0258(19970315)16:5<515::AID-SIMjournal_volume
16pub_type
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journal_title:Statistics in medicine
pub_type: 杂志文章
doi:10.1002/sim.5683
更新日期:2013-06-30 00:00:00
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journal_title:Statistics in medicine
pub_type: 杂志文章
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pub_type: 杂志文章
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更新日期:2007-02-20 00:00:00
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pub_type: 杂志文章
doi:10.1002/sim.2322
更新日期:2006-05-30 00:00:00
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journal_title:Statistics in medicine
pub_type: 杂志文章
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更新日期:1998-08-15 00:00:00
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pub_type: 杂志文章
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更新日期:2001-12-30 00:00:00
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pub_type: 杂志文章
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journal_title:Statistics in medicine
pub_type: 杂志文章
doi:10.1002/sim.2819
更新日期:2007-08-30 00:00:00
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pub_type: 杂志文章
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pub_type: 杂志文章
doi:10.1002/(sici)1097-0258(19991130)18:22<3111::aid-s
更新日期:1999-11-30 00:00:00
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journal_title:Statistics in medicine
pub_type: 杂志文章
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更新日期:1991-08-01 00:00:00
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pub_type: 杂志文章
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更新日期:2004-06-30 00:00:00
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pub_type: 临床试验,杂志文章,多中心研究,随机对照试验
doi:10.1002/(sici)1097-0258(19970430)16:8<941::aid-sim
更新日期:1997-04-30 00:00:00
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更新日期:2004-12-15 00:00:00
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journal_title:Statistics in medicine
pub_type: 杂志文章
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更新日期:1990-04-01 00:00:00
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pub_type: 杂志文章
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pub_type: 杂志文章
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更新日期:2021-01-06 00:00:00
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journal_title:Statistics in medicine
pub_type: 杂志文章
doi:10.1002/sim.4497
更新日期:2012-07-20 00:00:00
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journal_title:Statistics in medicine
pub_type: 杂志文章
doi:10.1002/sim.4780080206
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journal_title:Statistics in medicine
pub_type: 临床试验,杂志文章,随机对照试验
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