mcmc methods for multi response generalized linear mixed models the mcmcglmm r package (hadfield, 2010)外语英文电子书

mcmc methods for multi response generalized linear mixed models the mcmcglmm r package (hadfield, 2010)外语英文电子书

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时间:2018-03-02

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1、JournalofStatisticalSoftwareJSSJanuary2010,Volume33,Issue2.http://www.jstatsoft.org/MCMCMethodsforMulti-ResponseGeneralizedLinearMixedModels:TheMCMCglmmRPackageJarrodD.Had eldUniversityofEdinburghAbstractGeneralizedlinearmixedmodelsprovidea exibleframeworkformodelingaran

2、geofdata,althoughwithnon-Gaussianresponsevariablesthelikelihoodcannotbeobtainedinclosedform.MarkovchainMonteCarlomethodssolvethisproblembysamplingfromaseriesofsimplerconditionaldistributionsthatcanbeevaluated.TheRpackageMCMCglmmimplementssuchanalgorithmforarangeofmodel t

3、tingproblems.Morethanoneresponsevariablecanbeanalyzedsimultaneously,andthesevariablesareallowedtofollowGaussian,Poisson,multi(bi)nominal,exponential,zero-in atedandcensoreddis-tributions.Arangeofvariancestructuresarepermittedfortherandome ects,includinginteractionswithca

4、tegoricalorcontinuousvariables(i.e.,randomregression),andmorecomplicatedvariancestructuresthatarisethroughsharedancestry,eitherthroughapedi-greeorthroughaphylogeny.Missingvaluesarepermittedintheresponsevariable(s)anddatacanbeknownuptosomelevelofmeasurementerrorasinmeta-a

5、nalysis.Allsimu-lationisdoneinC/C++usingtheCSparselibraryforsparselinearsystems.Keywords:MCMC,linearmixedmodel,pedigree,phylogeny,animalmodel,multivariate,sparse,R.Duetotheir exibility,linearmixedmodelsarenowwidelyusedacrossthesciences(BrownandPrescott1999;PinheiroandBat

6、es2000;Demidenko2004).However,generalizingthesemodelstonon-Gaussiandatahasproveddicultbecauseintegratingovertherandome ectsisintractable(McCullochandSearle2001).Althoughtechniquesthatapproximatetheseintegrals(BreslowandClayton1993)arenowpopular,MarkovchainMonteCarlo(MCM

7、C)methodsprovideanalternativestrategyformarginalizingtherandome ectsthatmaybemorerobust(Zhao,Staudenmayer,Coull,andWand2006;BrowneandDraper2006).DevelopingMCMCmethodsforgeneralizedlinearmixedmodels(GLMM)isanactiveareaofresearch(e.g.,ZegerandKarim1991;Damien,Wake eld,andW

8、alker1999;SorensenandGianola2002;Zhaoetal.2006),andseveralsoftwarepackagesarenowavailablethatimplementt

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