Improved estimation procedures for multilevel models with binary response: A case-study

Germán Rodríguez, Noreen Goldman

Research output: Contribution to journalArticlepeer-review

138 Scopus citations

Abstract

During recent years, analysts have been relying on approximate methods of inference to estimate multilevel models for binary or count data. In an earlier study of random-intercept models for binary outcomes we used simulated data to demonstrate that one such approximation, known as marginal quasi-likelihood, leads to a substantial attenuation bias in the estimates of both fixed and random effects whenever the random effects are non-trivial. In this paper, we fit three-level random-intercept models to actual data for two binary outcomes, to assess whether refined approximation procedures, namely penalized quasi-likelihood and second-order improvements to marginal and penalized quasi-likelihood, also underestimate the underlying parameters. The extent of the bias is assessed by two standards of comparison: exact maximum likelihood estimates, based on a Gauss-Hermite numerical quadrature procedure, and a set of Bayesian estimates, obtained from Gibbs sampling with diffuse priors. We also examine the effectiveness of a parametric bootstrap procedure for reducing the bias. The results indicate that second-order penalized quasi-likelihood estimates provide a considerable improvement over the other approximations, but all the methods of approximate inference result in a substantial underestimation of the fixed and random effects when the random effects are sizable. We also find that the parametric bootstrap method can eliminate the bias but is computationally very intensive.

Original languageEnglish (US)
Pages (from-to)339-355
Number of pages17
JournalJournal of the Royal Statistical Society. Series A: Statistics in Society
Volume164
Issue number2
DOIs
StatePublished - 2001

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Social Sciences (miscellaneous)
  • Economics and Econometrics
  • Statistics, Probability and Uncertainty

Keywords

  • Gibbs sampling
  • Immunization
  • Marginal quasi-likelihood
  • Multilevel logit models
  • Parametric bootstrap
  • Penalized quasi-likelihood
  • Prenatal care

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