Generalized Linear Models with Random Effects; a Gibbs Sampling Approach

TLDR: This article cast the generalized linear random effects model in a Bayesian framework and use a Monte Carlo method, the Gibbs sampler, to overcome the current computational limitations, which is flexible to easily accommodate changes in the number of observations.

Abstract: Generalized linear models have unified the approach to regression for a wide variety of discrete, continuous, and censored response variables that can be assumed to be independent across experimental units. In applications such as longitudinal studies, genetic studies of families, and survey sampling, observations may be obtained in clusters. Responses from the same cluster cannot be assumed to be independent. With linear models, correlation has been effectively modeled by assuming there are cluster-specific random effects that derive from an underlying mixing distribution. Extensions of generalized linear models to include random effects has, thus far, been hampered by the need for numerical integration to evaluate likelihoods. In this article, we cast the generalized linear random effects model in a Bayesian framework and use a Monte Carlo method, the Gibbs sampler, to overcome the current computational limitations. The resulting algorithm is flexible to easily accommodate changes in the number...