Re: [R] generalized linear mixed models with a beta distribution [Sec=Unclassified]

From: Steve Candy <Steve.Candy_at_aad.gov.au>
Date: Mon, 17 Mar 2008 17:04:14 +1100

 

Craig A Faulhaber wrote:  

>I am interested in using a generalized linear mixed model with data

> that best fits a beta distribution (i.e., the data is bounded between

> 0 and 1 but is not binomial).

..

>For clarification, here's what I'm trying to model:

>I have a beta-distributed response variable (y). I have a fixed-effect

>explanatory variable (treatment), and I'd like to include a random term

>for individuals used in the experiment. The model in lmer would be: y

>~ treatment + (1 | individual). As far as I can tell, the appropriate

>link function for the model would be the logit.
 

If you want to use a GLM you could use the binomial/logit quasi-likelihood approach for your ratio. Say the ratio is r=n/N then use binomial n with binomial total N (these do not have to be integers) but remember to use prior weights of 1/N and estimate the over-dispersion parameter. If you use the ratio, r, directly with a binomial total of 1 then the prior weights are simply 1 and can be ignored. This quasi-likelihood approach for a ratio was given by Wedderburn (1974) (see McCullagh and Nelder, 1989, Sec 9.2.4). BTW random effects with a beta distribution included in the linear predictor via a link function such as the logit can be fitted as a HGLM (Hierarchical Generalized Linear Model)(Lee and Nelder, 1996, 2001) for binomial data (i.e. considered binomial conditional on the random effects). Only the GenStat package is set up to fit HGLMs (as far as I know). (L & N, 1996, J.R.Statist.Soc B 58, 619-678; L & N 2001 Biometrika 88, 987-1006).  

Hope this helps

Steve Candy  


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