Fitting cross-classified multilevel models with binary response is challenging. In this setting a promising method is Bayesian inference through Integrated Nested Laplace Approximations (INLA), which performs well in several latent variable models. We devise a systematic simulation study to assess the performance of INLA with cross-classified binary data under different scenarios defined by the magnitude of the variances of the random effects, the number of observations, the number of clusters, and the degree of cross-classification. In the simulations INLA is systematically compared with the popular method of Maximum Likelihood via Laplace Approximation. By an application to the classical salamander mating data, we compare INLA with the best performing methods. Given the computational speed and the generally good performance, INLA turns out to be a valuable method for fitting logistic cross-classified models.

Fitting logistic multilevel models with crossed random effects via Bayesian Integrated Nested Laplace Approximations: a simulation study / Grilli, Leonardo; Innocenti, Francesco. - In: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION. - ISSN 0094-9655. - STAMPA. - 87:(2017), pp. 2689-2707. [10.1080/00949655.2017.1341886]

Fitting logistic multilevel models with crossed random effects via Bayesian Integrated Nested Laplace Approximations: a simulation study

GRILLI, LEONARDO;
2017

Abstract

Fitting cross-classified multilevel models with binary response is challenging. In this setting a promising method is Bayesian inference through Integrated Nested Laplace Approximations (INLA), which performs well in several latent variable models. We devise a systematic simulation study to assess the performance of INLA with cross-classified binary data under different scenarios defined by the magnitude of the variances of the random effects, the number of observations, the number of clusters, and the degree of cross-classification. In the simulations INLA is systematically compared with the popular method of Maximum Likelihood via Laplace Approximation. By an application to the classical salamander mating data, we compare INLA with the best performing methods. Given the computational speed and the generally good performance, INLA turns out to be a valuable method for fitting logistic cross-classified models.
2017
87
2689
2707
Grilli, Leonardo; Innocenti, Francesco
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Utilizza questo identificatore per citare o creare un link a questa risorsa: https://hdl.handle.net/2158/1092001
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