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Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/11187

Title: Double hierarchical generalized linear models - Discussion
Authors: MacKenzie, G
Firth, D
Rigby, RA
Stasinopoulos, DM
Payne, R
Senn, S
Browne, WJ
Goldstein, H
del Castillo, J
Feddag, M
Ha, ID
Kim, D
Oh, HS
Lawson, AB
Piegorsch, WW
Molenberghs, Geert
Verbeke, Geert
Yau, KKW
Yu, KM
Mamon, R
Zhang, ZZ
Issue Date: 2006
Publisher: BLACKWELL PUBLISHING
Citation: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS, 55(2). p. 167-185
Abstract: We propose a class of double hierarchical generalized linear models in which random effects can be specified for both the mean and dispersion. Heteroscedasticity between clusters can be modelled by introducing random effects in the dispersion model, as is heterogeneity between clusters in the mean model. This class will, among othr things, enable models with heavy-tailed distributions to be explored, providing robust estimation against outliers. The h-likelihood provides a unified framework for this new class of models and gives a single algorithm for fitting all members of the class. This algorithm does not require quadrature or prior probabilities.
Notes: Univ Limerick, Limerick, Ireland. Univ Warwick, Coventry CV4 7AL, W Midlands, England. London Metropolitan Univ, London, England. Rothamsted Res, Harpenden, Herts, England. Univ Glasgow, Glasgow G12 8QQ, Lanark, Scotland. Univ Nottingham, Nottingham NG7 2RD, England. Univ Bristol, Bristol BS8 1TH, Avon, England. Univ Autonoma Barcelona, E-08193 Barcelona, Spain. Daegu Haany Univ, Gyongsan, South Korea. Hongik Univ, Seoul, South Korea. Univ S Carolina, Columbia, SC 29208 USA. Hasselt Univ, Diepenbeek, Belgium. Katholieke Univ Leuven, Louvain, Belgium. City Univ Hong Kong, Hong Kong, Hong Kong, Peoples R China. Brunel Univ, Uxbridge UB8 3PH, Middx, England. Beijing Univ Technol, Beijing, Peoples R China.
URI: http://hdl.handle.net/1942/11187
ISI #: 000235696600002
ISSN: 0035-9254
Category: A2
Type: Journal Contribution
Appears in Collections: Research publications

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