Scope of Class

linear models
Begin 4 generalized
Review general linear model
Review of exponential families
linear model
Components of generalized

Hypothesis testing
Goodness of fit over dispersion
Mixed models
Linear
Model Notation
Estimation
Random effects
Fixed effects
Variance components
Covariance structures
what will we miss

Generalized linear mixed models

GEES
missing data

The General Linear Model Calm

t E
Y xp
In xD
CnxD in xp CpxD

n of observations
p of parameters
known and
I covariates assumed
measure error

Assumptions
Homogeneity of Variance
each row of E Lor
of 1 4 has the

same 02
Independence of Observations
each row of I Cor E is independent
Linearity
ELI is a linear function of
Existence
E has a finite second moment

If Ein Normal then E is the MLE

off
E Yi IL Bot B X it
tppXp
Var Yik 02 Not dependent on X
or ELY
will methods
In this class we
study
that violate the assumptions of the GLM

Data
Example Binary Outcome
01 event does not occur
Ceg absence of stroke
yo
1 event does occur
Ce g presence of stroke

Xi I Xp set of explanatory variables

leg age race ethnicity sextgender BMI et
Pl Yi D Hi which may be influenced

by X
Iti Citi Ti
El Yi O l t 1

Var Ni Ely Ely i

IT IT IT ill Iti
is a function of the mean
Variance
violates the assumption of constant

variance
model on the mean of Yi is not
Linear A
of mean µ xpeC A
appropriate range
El Yi E LO D
However
Yi Bernoulli
Errors are no longer normal since
models as a means
we will examine logistic
with Binary outcomes
for dealing
 Data
Example Count
count 0 I 2
Yi A
of breast cancer cases
e.g Yi the

in i
county
D follows a Poisson distribution

e Meek
P Yi K K 0 I 2
y
K

El Yi Mi
the mean
Karl Yi Mist depends on
of Yi

In the regression context suppose the

relationship between y and X is thought
to be linear in B
El Yi pot B X t
tppXp
mean variance for Poisson data
Since
art Yi t BpXp
Bot B Xo t
 XE E C as as however El Yi 20
l that
Variance is a function of ELYi
violates homogenity of variance
Since YIK Poisson violate Normality

we'll discuss log linear models as a means

for dealing 4 Poisson outcomes

Example Repeated measures

For each of n subjects outcomes are

available over time

Yi 1 1st outcome for subject i

Yi z 2nd outcome for subject i

Yi 3 3rd for subject i

outcome

Example T 4 cell counts from patients 4 HIV

at baseline 90 days and 180 days after the
start of treatment to determine efficacy of a
new treatment over time
Note that the dist n of Yi's has not been
specified
mixed
If Yijn Normal D general linear
models to account for lack of independence
linear
If Yij not normal generalized
mixed modes Generalized Estimating
or

Equations GEES
Summary violations of different assumptions
made in classical regression setting
further methodology
require
In particular
violations of lead to discussions of

linearity Generalized linear

constant variance
models
normality
independence D mixed models

Next time review exponential families