NSF-CBMS Regional Conference on Generalized Linear Mixed Models
and Related Topics
June 8-12, 1999, University of Florida
Outline of Lectures
Day 1
Lecture I
- Chestnut Leaf Blight - introduction.
- Why is Chestnut Leaf Blight important?
- Control by hypovirulence.
- Questions of interest.
- Probit regression analysis of individual gene effects.
- Model.
- Estimation and tests by ML.
- Results.
- Subpopulation effects.
- What are subpopulations and what effect would they have?
- Fixed or random?
- Consequences of assuming a random factor
- Likelihood
- Test of no other gene effect.
- Prediction of subpopulation values.
- Rest of conference.
- References.
- Outline.
Lecture II
- Example: Propranolol and high blood pressure.
- Fixed and random factors.
- Best linear unbiased prediction.
- Estimation and testing.
- ML estimation.
- REML estimation.
- Likelihood inference.
- Generalized estimating equations.
Lecture III
- Generalized linear models.
- Example: Potato flour dilutions.
- Modelling approach.
- Transforming versus linking
- Estimation and testing
- Generalized linear mixed models.
- Basic ideas.
- Modelling.
- Estimation and testing.
- Best prediction.
Day 2
Lecture IV
- Inference primarily about fixed effects.
- Chestnut blight (gene effects).
- Progabide and seizures.
- Inference primarily about random effects.
- Chesnut blight (subpopulation effects).
- Potomac River Fever.
- Prediction.
- Neo-tropical migrants.
- Small domain estimation.
- Is everything a GLMM?
- Photosynthesis in corn.
Lecture V
- "Convenient" models.
- Beta-binomial.
- Poisson-gamma.
- Others
- Marginal models
- Conditional inference
- Need for flexible general approaches
Day 3
Lecture VI
- Simulation based methods.
- Approximating the likelihood directly.
- Approximate ingredients of likelihood estimation.
- EM.
- Newton-Raphson.
- Stochastic approximation.
- Methods of approximation
- Gibbs.
- Metropolis-Hastings.
- Independence sampler.
- "Smooth" approximation.
- Variance reduction techniques.
- Approximating tests.
- Gibbs.
- Likelihood ratio.
- Score tests.
Lecture VII
- Generalized estimating equations.
- Marginal versus conditional models.
- GEEs for conditional models: mean structure.
- GEEs for correlation structure.
- Relation to the dispersion-mean model.
- Penalized quasi-likelihood.
- Joint maximization.
- Hierarchical likelihood.
- Conditional moments.
Day 4
Lecture VIII
- Estimating equations.
- What is REML for GLMMs?
- Based on residuals.
- Marginal likelihood.
- Equate observed and expected BLUPs.
- BLUP methods.
- Approximate.
- "Exact".
- Tweedie models.
- Composite and working likelihoods.
Day 5
Lecture IX
- Choice of link function and link diagnostics.
- Choice of random effects distribution and diagnostics.
- Outlier detection and residual analysis.
- Small sample adjustments.
- Prediction intervals and estimation of prediction error.
Lecture X
- Additive and nonparametric components.
- Exact small sample inference.
- SAS Proc GENMIX.
- Concluding remarks.