Hi again. I've been working with a Bernoulli dependent variable and modeling its values as a mixed model using glmer(). My understanding is that it's not possible to model overdispersion in a Bernoulli dataset (for instance, see Gelman and Hill 2007, p302, or http://finzi.psych.upenn.edu/R/Rhelp02a/archive/91242.html ), however I can find some suggestions that while it's technically not possible to do this, estimating some analog of this parameter may nonetheless improve model fit (see Skrondal and Rabe-Hesketh 2007, and a paragraph in Venables and Ripley 2002, p297-8 (table 10.4, the "bacteria" data)), even if that parameter doesn't actually represent "overdispersion" per se. I don't really understand how this is possible for Bernoulli datasets -- I think the mechanics of this process are well beyond me -- so I'd have to take it on faith that it's working properly, and that makes me uncomfortable. What I find interesting is that in the following self-contained example, glmer() happily models with a quasibinomial family and gives tighter SEs about the fixed effects compared to binomial(), but glmmPQL (and incidentally, a glm() without the arbitrary grouping factor) doesn't (or maybe it does? -- it has broader SEs, but also a residual SD term). In general, my suspicion is that something's amiss -- I'm somehow "abusing" the glmer -- and I'm better just sticking with the binomial family for Bernoulli datasets. Any thoughts? Thanks very much. --Bob Farmer Dalhousie University, Halifax NS rm(list=ls()) table(bacteria$y) #Bernoulli dependent m1<-glm(y ~ trt * week, data = bacteria, family=binomial) #above example from ?bacteria m2<-update(m1, family=quasibinomial) summary(m1) summary(m2) #standard errors are similar enough #use ID as a grouping factor library(lme4) m1.mix<-glmer(y ~ trt * week + (1 | ID), data = bacteria,family=binomial) m2.mix<-update(m1.mix, family=quasibinomial) summary(m1.mix) summary(m2.mix) #vastly different standard errors, plus residual sigma (the overdisp?) library(MASS) m1.mix.PQL<-glmmPQL(y ~ trt * week, random = ~ 1 | ID, data = bacteria, family=binomial) m2.mix.PQL<-update(m1.mix.PQL, family=quasibinomial) summary(m1.mix.PQL) #also with residual sigma, but m1-style SEs summary(m2.mix.PQL) Note: As far as I can tell, in these non-BUGS-based models, this is multiplicative overdispersion (which estimates an overdispersion parameter based on how the model deviance differs from its expected value (which is distributed as a chi-square when overdispersion == 1) and then scales down the standard deviation of fixed-effects parameters accordingly. My question does not concern the alternative of adding a sigma[i] parameter to the main model formula directly.
Overdispersion in Bernoulli models
2 messages · Bob Farmer, Anthony R. Ives
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