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4.2 Slides - Generalized Linear Mixed Models Part 1

GLMM1

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Gabi Si Florin Jalencu
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26 views9 pages

4.2 Slides - Generalized Linear Mixed Models Part 1

GLMM1

Uploaded by

Gabi Si Florin Jalencu
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Generalized Linear

Mixed Models
(GLMMs)
Eventueel ondertitel
Cas Kruitwagen
Combining GLM’s and Mixed Models
In this presentation we will look at:

- A brief recap of the linear model

- The extension to generalized linear models (GLM’s).

2
Linear Regression
• Data
– Continuous outcome variable
Y:
We assume the outcome for
each individual i comes from
N(μi ; σ2).
– Approach: we model μi given
a (set of) predictor variable(s)
X.
• Model
– Yi = β0 + β1 X1i + εi
– εi ~ N(0 ; σ2)
– εi independent for i = 1, …, n

3
Generalized Linear Models
• Data
o Outcome variable Y
o Predictor variable(s) X
• Model
o Left-hand side: Y (continuous, dichotomous, count, ordinal,
categorical, etc., from the exponential family)
o Right-hand side: linear equation β0 + β1 X1i + … + βp Xpi
o Left- and right-hand side are linked together using an
appropriate “link function”

4
Generalized Linear Models
• Example: logistic regression
o Dichotomous outcome variable Y (1/0), e.g.
• pregnant (1 = yes, 0 = no),
• heart disease (1 = yes, 0 = no).
o Assumed distribution of the outcome: binomial.
• Each individual i that is drawn can be seen as the outcome of a
“Bernoulli trial”, with success probability P(Yi=1).
o Principle: we model the success probability P(Yi=1), given a set of
predictor variables.

5
Generalized Linear Models
• Example: logistic regression
o Dichotomous outcome variable Y (1/0).
o Link function: logit
 P( Y  1) 
logit P( Y  1)  ln  
 1  P( Y  1) 
o Model:
 P( Yi  1) 
ln    β0  β1 X 1i  ...  β p X pi
 1  P( Yi  1) 
• For example:
o Y = pregnant (1 = yes, 0 = no), X = age, weight, LHB/CGB genes,
etc.
o Y = heart disease (1 = yes, 0 = no), X = age, weight, exercise,
blood pressure, cholesterol
• Note that 𝑒 𝛽𝑝 is the odds ratio corresponding to the effect of Xp on Y.

6
Generalized Linear Models
• Example: Poisson regression
o Outcome variable Y: count within a given time or space, e.g.
• Y = number of urinary tract infections per year,
• Y = number of telephone calls in NL on a given date,
• Y = number of insects on a plot of land.
o Assumed distribution of the outcome: Poisson.
• Parameter: rate λ (=mean, =variance).
• The Y value for each individual i that is drawn can be seen as a draw
from a Poisson distribution with rate λi
o Principle: we model the rate λi, which is equal to the expected
count E(Yi), given a set of predictor variables.

7
Generalized Linear Models
• Example: Poisson regression
o Count outcome variable Y.
o Link function: natural logarithm.
o Model:
lnE (Yi )    0  1 X 1i  ...   p X pi

• For example:
o Y = number of urinary tract infections per year, X = age, weight,
antibiotics use, cranberry use, etc.
o Y = number of telephone calls in NL on a given date, X =
working day, season, temperature, economy, etc.

8
Generalized Linear Models
• Poisson regression: offset
o Varying exposure window, e.g.
• Insects (not all plots of land which we observe have the same size ->
insects/km2).
• Infections (not all patients were followed for the same length of time
-> infections/year).
o Formula:

 E (Yi ) 
ln    0  1 X 1i  ...   p X pi
 exposure 

lnE (Yi )    0 1 lnexposure   1 X 1i  ...   p X pi

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