boot.msm: Bootstrap Correction for Method of Simulated Moments

In msim: This package implements the method of simulated moments for the GLMM logit mixed model as described in Jiang's (1998) article, Consistent Estimators in Generalized Linear Mixed Models.

Description

boot.msm utilizes the estimates produced from msm in order to hopefully eliminate some of the bias in the MSM estimates. Currently, the running time for the function is fairly long, and the default is 10 which seems small, but seems to produce better estimates in simulations.

Usage

boot.msm(msm.est = NULL, boot.message = TRUE, boot.sim = 10, family = "binomial", 
nsim = 1, num_MC_sims = 10000, num_subs = NULL, obs_per_sub = NULL, start = c(0, 1), method = "nleqslv")

Arguments

msm.est	Estimates produced by the msim {msm} function; default is NULL
boot.message	Logical; allows user to display message regarding standard error calculations
boot.sim	Number of bootstrap samples required; default is 10
family	Exponential family to draw from; currently only accepts "binomial" or "poisson"
nsim	Number of simulations of MSM estimates; default is 1
num_MC_sims	Number of values used to produce one Monte Carlo estimate for MSM; default is 10000
num_subs	Index of i (number of subjects); default is NULL
obs_per_sub	Vector of length num_subs; Index of j (number of observations per subject); default is NULL
start	Vector of starting values for (mu,sigma); default values are (0,1)
method	One of ("multiroot","optim","nleqslv"); default is multiroot. This determines the solver utilized within the MSM. If multiroot is selected, the function will use the multirootrootSolve function. If optim is selected, the function will use the optimbase function to minimize the Euclidean norm of the system. If nleqslv is chosen, nleqslvnleqslv will solve the system of equations using the Newton method.

Value

boot.mu	Averages boot.sim estimates of mu
boot.mu.se	Averages boot.sim estimates of root mean squared error mu
boot.sigma	Averages boot.sim estimates of sigma
boot.sigma.se	Averages boot.sim estimates of root mean squared error sigma
boot.sigma2	Averages boot.sim estimates of sigma2 based on squaring estimates of sigma
boot.sigma2.se	Averages boot.sim estimates of root mean squared error sigma2

Author(s)

Lindsey Dietz

References

Jiang, J. (1998). Consistent Estimators in Generalized Linear Mixed Models. Journal of the American Statistical Association, 93, 720–729.

Jiang, J. and Zhang, W. (2001). Robust estimation in generalized linear mixed models. Biometrika, 88, 753–765.

See Also

optim multiroot nleqslv

msim documentation built on May 2, 2019, 5:50 p.m.