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Quasi-Monte Carlo Methods for Binary Event Models with Complex Family Data
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Robotics, Perception and Learning, RPL.ORCID iD: 0000-0002-7182-1346
Department of Medical Epidemiology and Biostatistics, Karolinska Institutet, Solna, Sweden; Seaver Autism Center for Research and Treatment, Icahn School of Medicine at Mount Sinai, New York, NY.
Department of Medical Epidemiology and Biostatistics, Karolinska Institutet, Solna, Sweden; Swedish e-Science Research Center (SeRC), Stockholm, Sweden.
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Robotics, Perception and Learning, RPL.ORCID iD: 0000-0002-5750-9655
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2023 (English)In: Journal of Computational And Graphical Statistics, ISSN 1061-8600, E-ISSN 1537-2715, Vol. 32, no 4, p. 1393-1401Article in journal (Refereed) Published
Abstract [en]

The generalized linear mixed model for binary outcomes with the probit link function is used in many fields but has a computationally challenging likelihood when there are many random effects. We extend a previously used importance sampler, making it much faster in the context of estimating heritability and related effects from family data by adding a gradient and a Hessian approximation and making a faster implementation. Additionally, a graph-based method is suggested to simplify the likelihood when there are thousands of individuals in each family. Simulation studies show that the resulting method is orders of magnitude faster, has a negligible efficiency loss, and confidence intervals with nominal coverage. We also analyze data from a large study of obsessive-compulsive disorder based on Swedish multi-generational data. In this analysis, the proposed method yielded similar results to a previous analysis, but was much faster. Supplementary materials for this article are available online.

Place, publisher, year, edition, pages
Informa UK Limited , 2023. Vol. 32, no 4, p. 1393-1401
Keywords [en]
Family-based studies, Generalized linear mixed model, Importance sampling
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:kth:diva-350088DOI: 10.1080/10618600.2022.2151454ISI: 000911289700001Scopus ID: 2-s2.0-85146716373OAI: oai:DiVA.org:kth-350088DiVA, id: diva2:1887358
Note

QC 20240807

Available from: 2024-08-07 Created: 2024-08-07 Last updated: 2024-08-07Bibliographically approved

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Christoffersen, BenjaminKjellström, Hedvig

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