Publication

Quasi-complete separation in random effects of binary response mixed models

Journal Paper/Review - Jan 5, 2016

Units
Keywords
Integrated nested Laplace approximations, Bayesian generalized mixed models, cluster-specific quasi-complete separation
Doi
Link
Contact

Citation
Sauter R, Held L. Quasi-complete separation in random effects of binary response mixed models. Journal of Statistical Computation and Simulation 2016; 86:2781-2796.
Type
Journal Paper/Review (Deutsch)
Journal
Journal of Statistical Computation and Simulation 2016; 86
Publication Date
Jan 5, 2016
Pages
2781-2796
Publisher
Taylor and Francis Group
Brief description/objective

Clustered observations such as longitudinal data are often analysed with generalized linear mixed models (GLMM). Approximate Bayesian inference for GLMMs with normally distributed random effects can be done using integrated nested Laplace approximations (INLA), which is in general known to yield accurate results. However, INLA is known to be less accurate for GLMMs with binary response. For longitudinal binary response data it is common that patients do not change their health state during the study period. In this case the grouping covariate perfectly predicts a subset of the response, which implies a monotone likelihood with diverging maximum likelihood (ML) estimates for cluster-specific parameters. This is known as quasi-complete separation. In this paper we demonstrate, based on longitudinal data from a randomized clinical trial and two simulations, that the accuracy of INLA decreases with increasing degree of cluster-specific quasi-complete separation. Comparing parameter estimates by INLA, Markov chain Monte Carlo sampling and ML shows that INLA increasingly deviates from the other methods in such a scenario.