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Quasi-Monte Carlo Methods for Binary Event Models with Complex Family Data

Christoffersen, Benjamin (författare)
KTH,Robotik, perception och lärande, RPL
Mahjani, Behrang (författare)
Karolinska Institutet,Department of Medical Epidemiology and Biostatistics, Karolinska Institutet, Solna, Sweden; Seaver Autism Center for Research and Treatment, Icahn School of Medicine at Mount Sinai, New York, NY
Clements, Mark (författare)
Karolinska Institutet,Department of Medical Epidemiology and Biostatistics, Karolinska Institutet, Solna, Sweden; Swedish e-Science Research Center (SeRC), Stockholm, Sweden
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Kjellström, Hedvig, 1973- (författare)
KTH,Robotik, perception och lärande, RPL
Humphreys, Keith (författare)
Karolinska Institutet,Department of Medical Epidemiology and Biostatistics, Karolinska Institutet, Solna, Sweden; Swedish e-Science Research Center (SeRC), Stockholm, Sweden
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 (creator_code:org_t)
2023-01-09
2023
Engelska.
Ingår i: Journal of Computational And Graphical Statistics. - : Informa UK Limited. - 1061-8600 .- 1537-2715. ; 32:4, s. 1393-1401
  • Tidskriftsartikel (refereegranskat)
Abstract Ämnesord
Stäng  
  • The generalized linear mixed model for binary outcomes with the probit link function is used in many fields but has a computationally challenging likelihood when there are many random effects. We extend a previously used importance sampler, making it much faster in the context of estimating heritability and related effects from family data by adding a gradient and a Hessian approximation and making a faster implementation. Additionally, a graph-based method is suggested to simplify the likelihood when there are thousands of individuals in each family. Simulation studies show that the resulting method is orders of magnitude faster, has a negligible efficiency loss, and confidence intervals with nominal coverage. We also analyze data from a large study of obsessive-compulsive disorder based on Swedish multi-generational data. In this analysis, the proposed method yielded similar results to a previous analysis, but was much faster. Supplementary materials for this article are available online.

Ämnesord

NATURVETENSKAP  -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
NATURAL SCIENCES  -- Mathematics -- Probability Theory and Statistics (hsv//eng)

Nyckelord

Family-based studies
Generalized linear mixed model
Importance sampling

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