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Editors-in-chief: Bettina Grün, Torsten Hothorn, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
SNP_NLMM: A SAS Macro to Implement a Flexible Random Effects Density for Generalized Linear and Nonlinear Mixed Models | Vock | Journal of Statistical Software
Authors: David Vock, Marie Davidian, Anastasios Tsiatis
Title: SNP_NLMM: A SAS Macro to Implement a Flexible Random Effects Density for Generalized Linear and Nonlinear Mixed Models
Abstract: Generalized linear and nonlinear mixed models (GLMMs and NLMMs) are commonly used to represent non-Gaussian or nonlinear longitudinal or clustered data. A common assumption is that the random effects are Gaussian. However, this assumption may be unrealistic in some applications, and misspecification of the random effects density may lead to maximum likelihood parameter estimators that are inconsistent, biased, and inefficient. Because testing if the random effects are Gaussian is difficult, previous research has recommended using a flexible random effects density. However, computational limitations have precluded widespread use of flexible random effects densities for GLMMs and NLMMs. We develop a SAS macro, SNP_NLMM, that overcomes the computational challenges to fit GLMMs and NLMMs where the random effects are assumed to follow a smooth density that can be represented by the seminonparametric formulation proposed by Gallant and Nychka (1987). The macro is flexible enough to allow for any density of the response conditional on the random effects and any nonlinear mean trajectory. We demonstrate the SNP_NLMM macro on a GLMM of the disease progression of toenail infection and on a NLMM of intravenous drug concentration over time.

Page views:: 2723. Submitted: 2012-09-12. Published: 2014-01-25.
Paper: SNP_NLMM: A SAS Macro to Implement a Flexible Random Effects Density for Generalized Linear and Nonlinear Mixed Models     Download PDF (Downloads: 2686)
Supplements:
SNP_NLMM.sas: SAS source code Download (Downloads: 476; 40KB)
v56c02.sas: SAS example code from the paper Download (Downloads: 443; 3KB)
arg.sas7bdat: Example data set in SAS binary format Download (Downloads: 399; 25KB)
toenail.sas7bdat: Example data set in SAS binary format Download (Downloads: 396; 81KB)

DOI: 10.18637/jss.v056.c02

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.