An assessment of estimation methods for generalized linear mixed models with binary outcomes

Stat Med. 2013 Nov 20;32(26):4550-66. doi: 10.1002/sim.5866. Epub 2013 Jul 9.


Two main classes of methodology have been developed for addressing the analytical intractability of generalized linear mixed models: likelihood-based methods and Bayesian methods. Likelihood-based methods such as the penalized quasi-likelihood approach have been shown to produce biased estimates especially for binary clustered data with small clusters sizes. More recent methods using adaptive Gaussian quadrature perform well but can be overwhelmed by problems with large numbers of random effects, and efficient algorithms to better handle these situations have not yet been integrated in standard statistical packages. Bayesian methods, although they have good frequentist properties when the model is correct, are known to be computationally intensive and also require specialized code, limiting their use in practice. In this article, we introduce a modification of the hybrid approach of Capanu and Begg, 2011, Biometrics 67, 371-380, as a bridge between the likelihood-based and Bayesian approaches by employing Bayesian estimation for the variance components followed by Laplacian estimation for the regression coefficients. We investigate its performance as well as that of several likelihood-based methods in the setting of generalized linear mixed models with binary outcomes. We apply the methods to three datasets and conduct simulations to illustrate their properties. Simulation results indicate that for moderate to large numbers of observations per random effect, adaptive Gaussian quadrature and the Laplacian approximation are very accurate, with adaptive Gaussian quadrature preferable as the number of observations per random effect increases. The hybrid approach is overall similar to the Laplace method, and it can be superior for data with very sparse random effects.

Keywords: Bayesian; Laplace; PQL; binary clustered data; generalized linear mixed models; pseudo-likelihood.

Publication types

  • Research Support, N.I.H., Extramural

MeSH terms

  • Adolescent
  • Adult
  • Animals
  • Bayes Theorem*
  • Carcinoma, Squamous Cell / epidemiology
  • Carcinoma, Squamous Cell / surgery
  • Computer Simulation
  • Female
  • Guatemala
  • Head and Neck Neoplasms / epidemiology
  • Head and Neck Neoplasms / surgery
  • Humans
  • Likelihood Functions*
  • Linear Models*
  • Male
  • Neoplasm Recurrence, Local / diagnostic imaging
  • Neoplasm Recurrence, Local / epidemiology
  • Pregnancy
  • Radiography
  • Rural Population
  • Sexual Behavior, Animal
  • Squamous Cell Carcinoma of Head and Neck
  • Urodela
  • Young Adult