UNIVERSITY OF EDINBURGH,
FRIDAY 29TH SEPTEMBER, 3.30 P.M.
Professor John Nelder, FRS
Imperial College London
Double hierarchical generalized linear models,
a broad class with a new fitting algorithm
based on extended likelihood.
This Seminar will take place at 3.30 pm in Room 5326, James Clerk
Maxwell Building at the King's Buildings site in Mayfield Road. Tea and
coffee will be available after the seminar in the Mathematics School,
Staff Common Room (5212).
Abstract:
The class of double hierarchical generalized linear models is based on
GLMs, and allows three extensions:
(1) Joint estimation of models for mean and dispersion
(2) Random effects in the linear predictor for the mean with a
distribution that is any conjugate of a GLM distribution
(3) Random effects similarly for the linear predictor of the dispersion
model
Spline terms and correlations between random effects may be specified.
Fitting is done by maximizing a form of extended likelihood called the
h-likelihood. The algorithm reduces to fitting an interconnected set of
GLMs. The algorithm does not require prior probabilities, quadrature, or
the EM algorithm, and is much faster than many existing methods.
Any enquiries about this Seminar should be made to
Colin Aitken.
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School of Mathematics, King’s Buildings, University of Edinburgh,
Mayfield Road, Edinburgh, EH9 3JZ.
Tel: 0131 650 4877
E-mail: [log in to unmask]
Fax : 0131 650 6553
http://www.maths.ed.ac.uk/~cgga
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