A general approach for two-stage analysis of multilevel clustered non-Gaussian data.

Journal Article (Journal Article)

In this article, we propose a two-stage approach to modeling multilevel clustered non-Gaussian data with sufficiently large numbers of continuous measures per cluster. Such data are common in biological and medical studies utilizing monitoring or image-processing equipment. We consider a general class of hierarchical models that generalizes the model in the global two-stage (GTS) method for nonlinear mixed effects models by using any square-root-n-consistent and asymptotically normal estimators from stage 1 as pseudodata in the stage 2 model, and by extending the stage 2 model to accommodate random effects from multiple levels of clustering. The second-stage model is a standard linear mixed effects model with normal random effects, but the cluster-specific distributions, conditional on random effects, can be non-Gaussian. This methodology provides a flexible framework for modeling not only a location parameter but also other characteristics of conditional distributions that may be of specific interest. For estimation of the population parameters, we propose a conditional restricted maximum likelihood (CREML) approach and establish the asymptotic properties of the CREML estimators. The proposed general approach is illustrated using quartiles as cluster-specific parameters estimated in the first stage, and applied to the data example from a collagen fibril development study. We demonstrate using simulations that in samples with small numbers of independent clusters, the CREML estimators may perform better than conditional maximum likelihood estimators, which are a direct extension of the estimators from the GTS method.

Full Text

Duke Authors

Cited Authors

  • Chervoneva, I; Iglewicz, B; Hyslop, T

Published Date

  • September 2006

Published In

Volume / Issue

  • 62 / 3

Start / End Page

  • 752 - 759

PubMed ID

  • 16984317

International Standard Serial Number (ISSN)

  • 0006-341X

Digital Object Identifier (DOI)

  • 10.1111/j.1541-0420.2005.00512.x


  • eng

Conference Location

  • United States