Published

2018-07-01

Efecto de la especificación incorrecta en el modelo de regresión beta con intercepto aleatorio

Effect of misspecifying the random effects distribution in random intercept Beta mixed beta regression model

DOI:

https://doi.org/10.15446/rev.fac.cienc.v7n2.66441

Keywords:

Efectos aleatorios, Especificación incorrecta, Distancia relativa, Distribución de efectos aleatorios, Regresión Beta (es)
Random effects, Misspecification, Relative distance, Random effects distribution, Beta regression (en)

Downloads

Authors

La estimación en el modelo de regresión beta mixto esta usualmente La estimación en el modelo de regresión beta mixto esta usualmente basada en la teoría de máxima verosimilitud, asumiendo que el modelo esta correctamente especificado. Sin embargo, la validez de este supuesto algunas veces es difícil de verificar. El objetivo de este trabajo es estudiar el impacto de la especificación incorrecta de la distribución de los interceptos aleatorios de la media y la dispersión en la estimación de los parámetros del modelo a través de un estudio de simulación. Los resultados de simulaciones mostraron la existencia de un efecto en las estimaciones de los parámetros cuando se usan distribuciones no simétricas y cuando la cantidad de información por grupo es pequeña.
Estimation in beta regression mixed model is often based on maximum likelihood theory, wchich assumes that the underlying probability model is correctly specified. However, the validity of this assumption is sometimes difficult to verify. The objective of this paper is to study the impact of random effects distribution misspecification on the parameter estimation. The simulation results showed the existence of an effect in the parameter estimates when non-symmetric distributions are used and when the amount of information per group is small.

References

Agresti, A.; Caffo, B.; Ohman-Strickland, P. (2004), Examples in which misspecification of a random effects distribution reduces efficiency, and possible remedies. Computational Statistics and Data Analysis. 47, 639-653.

Alonso, A.; Litiere, S.; Molenberghs, G. (2008), A family of tests to detect misspecifications in the random-effects structure of generalized linear mixed models. Computational Statistics and Data Analysis. 52, 4474-4486.

Alonso, A.; Litiere, S.; Molenberghs, G. (2010), Testing for misspecification in generalized linear mixed models. Biostatistics. 11, 771-786.

Bartolucci, F.; Bacci, S.; Pigini, C. (2017). Misspecification test for random effects in generalized linear finite-mixture models for clustered binary and ordered data. Econometrics and Statistics. 3, 112-131.

Brostrom, G.; Holmberg, H. (2011). R: glmmML: Generalized linear models with clustering. R package version 0.82-1. URL http://CRAN.R-project.org/package=glmmML.

Drikvandi, R.; Verbeke, G.; Molenberghs, G. (2017). Diagnosing misspecification of the randomeffects distribution in mixed models. Biometrics. 73, 63-71.

Efendi, A; Drikvandi, R; Verbeke, G.; Molenberghs, G. (2014), A goodness-of-fit test for the randomeffects distribution in mixed models. Statistical Methods in Medical Research. 26, 970-983.

Fahrmeir, L.; Tutz, G. (2001), Multivariate Statistical Modelling Based on Generalized Linear

Models. Springer. New York.

Ferrari, S.L.P. ; Cribari-Neto, F. (2004), Beta regression for modeling rates and proportions. Journal

of Applied Statistics. 31, 799-815.

Galvis, D. M.; Bandyopadhyay, D.; Lachos, V. H. (2014). Augmented mixed beta regression models

for periodontal proportion data. Statistics in medicine. 33, 3759-3771.

Gay, D.M. (1990), Usage summary for selected optimization routines. Computing Science Technical

Report 153, AT&T Bell Laboratories, Murray Hill.

Heagerty, P.J.; Kurland, B.F. (2001), Misspecified maximum likelihood estimates and generalized

linear mixed models. Biometrika. 88, 973-985.

Huang, X. (2009), Diagnosis of Random-Effect Model for Misspecification in Generalized Linear

Mixed Models for Binary Response. Biometrics. 65, 361-368.

Litiere, S.; Alonso, A.; Molenbergs, G. (2007), Type I and Type II Error under Random Effects

Misspecification in Generalized Linear Mixed Models. Biometrics. 63, 1038-1044.

Litiere, S.; Alonso, A.; Molenberghs, G. (2008). The impact of a misspecified random?effects distribution on the estimation and the performance of inferential procedures in generalized linear

mixed models. Statistics in medicine. 27, 3125-3144.

McCullagh, P.; Nelder, J.A. (1989), Generalized Linear Models. Chapman and Hall. London.

McCulloch, C.E.; Neuhaus, J.M. (2011a), Misspecifying the Shape of a Random Effects Distribution:

Why Getting It Wrong May Not Matter. Statistical Science. 26, 388-402.

McCulloch, C.E.; Neuhaus, J.M. (2011b), Prediction of Random Effects in Linear and Generalized

Linear Models under Model Misspecification. Biometrics. 67, 270-279.

Neuhaus, J.M.; McCulloch, C.E.; Boylan, R. (2013), Estimation of covariate effects in generalized

linear mixed models with a misspecified distribution or random intercepts and slopes. Statisics

in Medicine. 32, 2419-2429.

R Core Team (2017). R: A language and environment for statistical computing. R Foundation for

Statistical Computing, Vienna, Austria. URL https://www.R-project.org/.

Rizopoulos, D.; Verbeke, G.; Molenberghs, G. (2008). Shared parameter models under random

effects misspecification. Biometrika. 95, 63-74.

Song, P.; Qiu, Z.; Tan, M. (2004), Modelling Heterogeneous Dispersion in Marginal Models for

Longitudinal Proportional Data. Biometrical Journal. 46, 540-553.

Usuga, O.C. (2013). Modelos de regress~ao beta com efeitos aleat´orios normais e nao normais para

dados longitudinais. Tese de doutorado. Instituto de Matem´atica e Estat´ıstica da USP. S~ao

Paulo.

Verbeke, G.; Lessafre, E. (1997), The effect of misspecifying the random-effects distribution in linear

mixed models for longitudinal data. Computational Statistics and Data Analysis. 23, 541-556.

Verbeke, G.; Molenberghs, G. (2000), Linear mixed models for longitudinal data. Springer. New

York.

Verbeke, G.; Molenberghs, G. (2013), The gradient function as an exploratory goodness-of-fit assessment of the random-effects distribution in mixed models. Biostatistics. 14, 477-490.

Wu, L. (2010), Mixed Effects Models for Complex Data. Chapman and Hall. Boca Raton.

How to Cite

APA

Usuga Manco, O. C. (2018). Efecto de la especificación incorrecta en el modelo de regresión beta con intercepto aleatorio. Revista de la Facultad de Ciencias, 7(2), 84–95. https://doi.org/10.15446/rev.fac.cienc.v7n2.66441

ACM

[1]
Usuga Manco, O.C. 2018. Efecto de la especificación incorrecta en el modelo de regresión beta con intercepto aleatorio. Revista de la Facultad de Ciencias. 7, 2 (Jul. 2018), 84–95. DOI:https://doi.org/10.15446/rev.fac.cienc.v7n2.66441.

ACS

(1)
Usuga Manco, O. C. Efecto de la especificación incorrecta en el modelo de regresión beta con intercepto aleatorio. Rev. Fac. Cienc. 2018, 7, 84-95.

ABNT

USUGA MANCO, O. C. Efecto de la especificación incorrecta en el modelo de regresión beta con intercepto aleatorio. Revista de la Facultad de Ciencias, [S. l.], v. 7, n. 2, p. 84–95, 2018. DOI: 10.15446/rev.fac.cienc.v7n2.66441. Disponível em: https://revistas.unal.edu.co/index.php/rfc/article/view/66441. Acesso em: 15 apr. 2025.

Chicago

Usuga Manco, Olga Cecilia. 2018. “Efecto de la especificación incorrecta en el modelo de regresión beta con intercepto aleatorio”. Revista De La Facultad De Ciencias 7 (2):84-95. https://doi.org/10.15446/rev.fac.cienc.v7n2.66441.

Harvard

Usuga Manco, O. C. (2018) “Efecto de la especificación incorrecta en el modelo de regresión beta con intercepto aleatorio”, Revista de la Facultad de Ciencias, 7(2), pp. 84–95. doi: 10.15446/rev.fac.cienc.v7n2.66441.

IEEE

[1]
O. C. Usuga Manco, “Efecto de la especificación incorrecta en el modelo de regresión beta con intercepto aleatorio”, Rev. Fac. Cienc., vol. 7, no. 2, pp. 84–95, Jul. 2018.

MLA

Usuga Manco, O. C. “Efecto de la especificación incorrecta en el modelo de regresión beta con intercepto aleatorio”. Revista de la Facultad de Ciencias, vol. 7, no. 2, July 2018, pp. 84-95, doi:10.15446/rev.fac.cienc.v7n2.66441.

Turabian

Usuga Manco, Olga Cecilia. “Efecto de la especificación incorrecta en el modelo de regresión beta con intercepto aleatorio”. Revista de la Facultad de Ciencias 7, no. 2 (July 1, 2018): 84–95. Accessed April 15, 2025. https://revistas.unal.edu.co/index.php/rfc/article/view/66441.

Vancouver

1.
Usuga Manco OC. Efecto de la especificación incorrecta en el modelo de regresión beta con intercepto aleatorio. Rev. Fac. Cienc. [Internet]. 2018 Jul. 1 [cited 2025 Apr. 15];7(2):84-95. Available from: https://revistas.unal.edu.co/index.php/rfc/article/view/66441

Download Citation

CrossRef Cited-by

CrossRef citations0

Dimensions

PlumX

Plum Print visual indicator of research metrics
  • Captures
  • Mendeley - Readers: 1
-
see details

Article abstract page views

484

Downloads

License

Copyright (c) 2018 Revista de la Facultad de Ciencias

Creative Commons License

This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

The authors or copyright holders of each paper confer to the Journal of the Faculty of Sciences of Universidad Nacional de Colombia a non-exclusive, limited and free authorization on the paper that, once evaluated and approved, is sent for its subsequent publication in accordance with the following characteristics:

  1. The corrected version is sent according to the suggestions of the evaluators and it is clarified that the paper mentioned is an unpublished document on which the rights are authorized and full responsibility is assumed for the content of the work before both the Journal of the Faculty of Sciences, Universidad Nacional de Colombia and third parties.
  2. The authorization granted to the Journal will be in force from the date it is included in the respective volume and number of the Journal of the Faculty of Sciences in the Open Journal Systems and on the Journal’s home page (https://revistas.unal.edu.co/index.php/rfc/index), as well as in the different databases and data indexes in which the publication is indexed.
  3. The authors authorize the Journal of the Faculty of Sciences of Universidad Nacional de Colombia to publish the document in the format in which it is required (printed, digital, electronic or any other known or to be known) and authorize the Journal of the Faculty of Sciences to include the work in the indexes and search engines deemed necessary to promote its diffusion.
  4. The authors accept that the authorization is given free of charge, and therefore they waive any right to receive any emolument for the publication, distribution, public communication, and any other use made under the terms of this authorization.
  5. All the contents of the Journal of the Faculty of Sciences are published under the Creative Commons Attribution – Non-commercial – Without Derivative 4.0.License 

 

MODEL LETTER OF PRESENTATION and TRANSFER OF COPYRIGHTS

Personal data processing policy

The names and email addresses entered in this Journal will be used exclusively for the purposes set out in it and will not be provided to third parties or used for other purposes.