Ejsr I A Letter 8623
Ejsr I A Letter 8623
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I# the number o# trials )hich is denoted by n by 1 then ;i #ollo) the Bernoulli distribution,
and i# n < 2 then ;i #ollo) the distribution Binomial 1ni, i2- So that the logistic model is
obtained as #ollo)s 1Fahrmeir, and /erhard, 7=82+
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+ subject o# obser(ation, i?1,2,:,A,N
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+ obser(ation o# each subject, j?1,2,:,A,n
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2- Assume to each o# the subjects that are assumed to be inde"endent, and #ollo) /%&S
)here y has the density #unction o# the e0"onential #amily
# 1y H I, !, J22 )here ! is the co(ariance matri0-
:- With inde"endent random e##ects #ollo) a normal distribution, /%&&s can be used to
analy.e discrete longitudinal data, including res"onse to binom 1Kardin and Kilbe, 7D82-
$he relationshi" bet)een the res"onse (ariable and the #i0ed e##ects "arameters as
random e##ects in the #ollo)ing e3uation+
2 1 Bernoulli L b H ;
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$he di##erence bet)een the e3uation abo(e )ith the "re(ious e3uation is the inclusion
o# random e##ects bi in the model, the #unction o# the random e##ects in the abo(e e3uation is
to address the correlation bet)een each o# the obser(ations that may arise in longitudinal data-
Random e##ect is a com"onent o# (ariation that is not e0"lained in the "redictor (ariable-
While #i0ed e##ects are caused by the in#luence o# the "redictor (ariables-
According &olenberghs and 6erbekke 718 random e##ects can be "redicted by the
method o# &a0imum %ikelihood 1&%2, )hich is obtained by random e##ects integrate-
According to Miang 7E8, the e3uation #or the likelihood o# each subject is+
( )
N
i
i
D y f D L
1
, 2 , 1
$o com"lete the e3uations in the model is not easy because Ij /%&&s )hich )ill
allegedly be nonlinear, it is necessary #or iterati(e methods- According to Nhuri 7F8, iteration
is necessary i# o"timum (alue cannot be obtained directly- Iterati(e method used is the
Ne)ton Ra"hson algorithm 1NR2- NR a""roach is generally de#ined as #ollo)s+ A "oint 0 in a
#unction # 102 are nonlinear a""ro0imated using Ne)ton Ra"hson method is 16erbekke and
&olenberghs, 7182+
[ ] 2 1 O 2 1 O O
2 1
1
2 1 2 1 2 1 1 t t t t
x f x f x x
+
+
)here +
x
t!"#
+ results "oint iteration t @1
x
t#
+ starting "oint or a "oint o# iteration t5th
f$x# + the #irst deri(ati(e o##unction fx#
f$$x#+ the second deri(ati(e o# #unction fx#
Analogous to the abo(e e3uation, the e3uation a""roaches #or "arameter I is +
2 1 1 2 1 2 1 2 1 1
2 1
t t t t
g %
+
)here
& j
j t
%
2 1
2
2 1
1
]
1
i
i
ij j
i
ij j i i& ij
& j
j
x
x N x x
2
2
2 e0"1 1
2 e0"1
2 1
i
i i i i& ij
N x x 2 1 1
? X
T
V
51
X
V
51
is diagonal matri0 )ith element
2 1 1
i i i
N
H
51
is koragam )ide matri0 )hich is the in(erse o# H
i i
i ij i
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t
x Nx y x g 2 1
2 1
2 1
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N y x 2 1
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1Y
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5
i
2
so the #i0ed e##ects estimator
)
(!61)
? )
(!)
@ 1X
T
V
51
X2
51
1X
T
1Y
$
5
i
22
in the same )ay, #i0ed e##ects estimator is obtained +
7
(!61)
? 7
(!)
@ DZ
T
V
51
1Y
$
5
i
2
$his e3uation must be sol(ed iterati(ely 1r is the inde0 #or each iteration, )ith r ? 4, 1,
2, ---2, the "rocess is re"eated until the obtained I and b are con(ergent or- I is considered
con(ergent i# the (alue o# P is less than 145D- $he relationshi" bet)een the abo(e t)o
e3uations lead to the "ossibility o# NR algorithm gi(es results that are not con(ergent, and
e(en create a negati(e range because o# the t)o kinds are used #or both e3uations, #or
e0am"le a )ide range o# errors and random e##ects models-
3.2. E'+e.,",$( M"'$*$%",$( "#0(!$,1* (EM)
*& algorithm is essentially as it has been studied by &eng 728 is a re#inement o# the
NR algorithm #or the longitudinal model a""roach to continuous res"onse- In the "re(ious
e3uation, Ri is the (ariance o# the error, using the #ollo)ing a""roach+
R
$
?
2
I
ni
, #or i ? 1, 2, A, n
)here bi and ei Q under the assum"tion o# normality is bi N 14, !2, and ei N 14, Ri2,
then the &a0imum %ikelihood method to estimate 2 and ! become+
i
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i
1 2
e e N R
$
i i
1
b b n !
R
$he abo(e e3uation is &5ste" 1&a0imi.ation Ste"2 on the *&5Algorithm, because ei and bi
are not kno)n- *& algorithm is a ste" change 2 and ! )ith+
2
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2
R H y, ?
R
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2
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+
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+ ! S 6 !S ! b b n
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$he right side o# the abo(e e3uation, the (ariety 2 and ! is not kno)n, so it )as
re"laced )ith and the abo(e e3uation as the initial (alue- By iteration, and the (alue )ill be
u"dated using the abo(e e3uation by using the *& algorithm a""roach, so that the *&
algorithm scheme are as #ollo)s+
Set r ? 4, 1, 2, --- is a se3uence o# iterations, and the e0"ected (alue o# the "arameter and is the
#i0ed e##ects and random e##ects at iteration r- arameter estimation ste"s )ith the *&
algorithm is as #ollo)s+
Ste" 4+
set r ? 4, 2 r 1
2
R ? 1 and
2 r 1
!
R
? I
n
ste" 1+
set r ? r @ 1, u"date e3uation 2 r 1
R
and 2 r 1
b
R
using+
( ) ( )
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1
2 1 r 1 i
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1
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i 2 r 1
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ste" 2+
rene) (alue 2 r 1
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re"eat ste" 1 and 2 u" to con(ergen
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3.2. D"," e'+#(!",$(
*0"loration data include the mean "ro#ile, and the "ro#ile (ariance structure
concomitant is the initial stage o# model building longitudinal data using /enerali.ed %inear
&i0ed &odels 1/%&&s2 are use#ul to establish the model describing the initial e0"loration
"ro#ile changes mean changes in the "ro"ortion o# success#ul e(ents #or the )hole subject
each unit o# time- *0"loration (ariance "ro#ile aims to in(estigate the in#luence o# random
e##ects- Random e##ects need to be added to the model i# the (ariance "ro#ile gra"hs are
#luctuations in the residual (alue o# each unit o# time- *0"loration concomitant (ariables need
also to be done- Bridesmaids (ariables in#luence cannot be ignored because it can a##ect the
res"onse (ariable accom"animent-
Kere is "resented the #irst data on the e0"loration o# "atients )ith dengue #e(er 1#irst
data2, as #ollo)s+
F$08!e 1. Me" +!(/$#e
F$08!e 2. V"!$".e +!(/$#e
F$08!e 3. C(.(*$,",9 A0e
Based on Figure 1 abo(e, it sho)s the trend o# increase in the "ro"ortion o# "atients
)ho sho)ed reco(ery to the addition o# #i0ed e##ects in /%&&s models to be #ormed- Figure
2 sho)s the di(ersity o# res"onses indicates a change needs to include random e##ects in
addition to the #i0ed e##ects model o# tentati(e- From Figures : and = it can be seen that each
o# the (ariables gender 1se02 ha(e the same relati(e e##ect bet)een men and )omen, )e ha(e
considered the inclusion o# the (ariable se0- While the age (ariable 1age2, )hich #ormed
relati(ely di##erent gra"hs #or each age, so the age (ariables continue to be included in the
model-
3.3. Res8#, (/ P"!"*e,e! Es,$*",$(
From e0"loration results it sho)s that the #ourth data are )orth to do modeling-
Results o# /enerali.ed %inear &i0ed &odel "rediction models 1/%&&s2 #or the #irst data ie
data on "atients )ith dengue #e(er, are "resented as #ollo)s+
T"7#e 1 P"!"*e,e! Es,$*",$( GLMMs *(&e# 4$,1 /$!s, &","
P"!"*e,e!
NR EM
Es,$*",(! SE P5-"#8e es,$*",(! SE P5-"#8e
Interse" 5=-1C2D 4-F22E 4-4441 5=-11=C 4-F121 4-4441
$ime 1-C2:: 4-22=: 4-4441 1-C2:: 4-22=: 4-4441
$reatment 4-41:= 4-42=C 4-CF:C 4-41:= 4-42== 4-DFDC
Se0 54-4:F1 4-=12E 4-G2D= 54-4:F1 4-=12E 4-G2DG
From the table abo(e )e can see that the time (ariables signi#icant at T o# CU #or both
algorithms- 6alue estimate is "ositi(e indicating an increase in healing "atients )ith dengue
#e(er all the time 1 to = days- As #or the concomitant (ariables o# age, there has been a
signi#icant and "ositi(e im"act on both algorithms- $hat is, the younger the "atient, the higher
the cure rate- Seen also in the algorithms #or concomitant (ariables gender seen signi#icant
e##ect on the increase in healing "atients )ith dengue #e(er- /i(en the gender is a dummy
(ariable 11+ male, and 4+ #emale2, indicates a )oman has a #aster cure rate than men- B(erall,
the t)o "arameter estimators, using Ne)tonOs method and *0"ectation &a0imi.ation
Rha"son sho)ed no signi#icant di##erence-
Results o# /enerali.ed %inear &i0ed &odel "rediction models 1/%&&s2 #or the
second data on "atients )ith decubitus )ound as #ollo)s+
T"7#e 2 P"!"*e,e! Es,$*",$( A#0(!$,1* GLMMs *(&e# 4$,1 /$!s, &","
P"!"*e,e!
NR
Es,$*",(! SE P5-"#8e Es,$*",(! SE P5-"#8e
Interce"t 5E-GF14 1-:E:1 4-4441 522-:1D1 G-F4F= 4-42DE
$ime 4-=DD: 4-4=14 4-4441 1-=2GE 4-1EGC 4-4441
$reatment 4-:EE: 4-22GC 4-4GFC 4-E:E: 1-EC4= 4-DEC2
Age 4-4:DE 4-41F4 4-4=1C 4-4ECE 4-1::C 4-CE:4
Se0 1-E4=F 4-2=:C 4-4441 C-D21G 1-G4G2 4-44=E
From $ables 2, it sho)s that both algorithms estimate "arameters sho)ed considerable
di##erences, both seen #rom the signi#icance (alue estimate, and the (alue o# the notion- In the
estimation o# the "arameters )ith NR algorithm sho)s the e##ect o# time, age, and se0 o# the
"atient to "atient res"onse decubitus )ound- Whereas the "arameter estimation )ith the *&
algorithm sho)s only the e##ect o# time and se0 o# the "atient that in#luence the res"onse o#
"atients )ith decubitus )ound-
/%&&s estimation results #or the third entry o# "atients )ith Age Related &acular
!egeneration 1AR&!2 as #ollo)s+
T"7#e 2 P"!"*e,e! Es,$*",$( A#0(!$,1* NR GLMMs M(&e# 4$,1 ,1$!& &","
P"!"*e,e!
NR EM
Es,$*",(! SE P-"#8e Es,$*",(! SE P-"#8e
Interce"t 5=-GCCD 1-21G2 4-4441 5:-4:G= 2CC-DG44 4-GG4G
$ime 4-=42= 4-4:CE 4-4441 4-2C=4 4-44CG 4-4441
Age 4-41== 4-41CF 4-:FG4 1-22:= 1-2=EC 4-:2EF
From the table belo), it sho)s that both methods o# "arameter estimation in /%&&s
models sho)ed similar results in estimating the (alue o# signi#icance, but sho)ed di##erent
results on the (alue sus"ected- It can be seen #rom the e(olution 1changes each time2 o# the
res"onse o# "atients )ith Age Related &acular !egeneration 1AR&!2- $o estimate the NR
algorithm, sho)s that #rom )eek to )eek, "atients )ith AR&! can be cured by e0" 14-=42=2
or 1,=GC times better than the "re(ious )eek- As #or the estimation using the *& algorithm, it
is seen that #rom )eek to )eek, "atients )ith AR&! can be cured by e0" 14-2C=42 or 1,2FG
times better than the "re(ious )eek-
/%&&s estimation results #or #ourth on the "ro(ision o# data o# betel lea# and
hydrogen "ero0ide in "regnant mice as #ollo)s+
T"7#e 3 P"!"*e,e! Es,$*",$( A#0(!$,1* GLMMs M(&e# 4$,1 /(8!,1 D","
P"!"*e,e!
NR EM
Es,$*",(! SE P-"#8e Es,$*",(! SE P-"#8e
Interce"t 54-F=C1 1-2FFF 4-C124 5=-2C:: 14-FDG4 4-DGGG
$ime 4-FEC1 4-1:22 4-4441 =-1GGF 1-CD1C 4-41=C
$reatment 54-D4F2 4-1E1C 4-444= 52-EEC1 1-DD:4 4-111D
)eight 54-414C 4-44G2 4-2C2G 54-4C:E 4-4F41 4-C112
In the table abo(e, it sho)s that both algorithms estimate "arameters sho)ed
considerable di##erences, )hether it is seen #rom signi#icance o# estimating (alue, and the
(alue o# the notion- In the estimation o# the "arameters )ith NR algorithm, it sho)s the
in#luence o# time and treatment e##ect gi(ing betel lea# and hydrogen "ero0ide )ith an
increase in necrotic tissue in "regnant mice- Whereas the "arameter estimation )ith the *&
algorithm, it sho)s only the e##ect o# time that in#luence the increase in necrotic tissue in
"regnant mice-
C(*+"!$s( (/ NR "& EM A#0(!$,1* ( M(&e# GLMMs
Based on the results o# the model "arameter estimation /%&&s, )hether it is #rom
signi#icance o# estimating (alue, and the magnitude o# "redicti(e (alue tends to make a
di##erence in the t)o algorithms are algorithms NR and *& Algorithm- $o test )hich is the
best algorithm, using the criteria o# Akaike In#ormation 9riterion 1AI92, in )hich the best
algorithm is the algorithm that "roduces the smallest AI9 (alue- $he #ollo)ing table
summari.es the AI9 (alue and the number o# iterations #or each algorithm, and the "ercent
e##ecti(eness-
T"7#e : C(*+"!$s( (/ !es8#,s (/ NR "& EM A#0(!$,1*
N(
N8*7e! (/
I,e!",$(
AIC
NR EM NR EM
!ata 1 2: 22 1DG-1 1D:-4
!ata 2 =1 2E =14-2 :12-F
!ata : :G 11 12CC-F G1C-=
!ata = =D 21 11:-2 F1-G
From the table abo(e it can be seen that the lo)est AI9 (alue in the #ourth research
data generated by the algorithm *0"ectation &a0imi.ation 1*&2- Also e(ident is the number
o# iterations re3uired to reach the *& algorithm to estimate the "arameters con(erging "oint
less than the number o# iterations )ith the NR algorithm on the same data- It can be
concluded that the estimation o# the model "arameters /enerali.ed %inear &i0ed &odels
1/%&&s2 )ith *0"ectation &a0imi.ation algorithm 1*&2 gi(es better results than the
Ne)ton algorithm Rha"son 1NR2-
CONCLUSIONS AND RECOMMENDATIONS
C(.#8s$(
From the results o# research conducted, it can be concluded as #ollo)s+
1- *0"ectation &a0imi.ation algorithm 1*&2 can be used to estimate the model "arameters
in /enerali.ed %inear &i0ed &odels 1/%&&s2- $his )as sho)n by the #ormation o# the
#our models in the research data using the *& algorithm-
2- *0"ectation &a0imi.ation algorithm 1*&2 algorithm is better than Ne)ton Rha"son
1NR2 )hich is currently o#ten used in model "arameters /%&&s sus"ect- $his is e(ident
#rom the #our research data, the *& algorithm AI9 (alue is smaller than the (alue o# AI9
NR algorithm-
S800es,$(
From the results o# this study, it can be suggested some o# the #ollo)ing+
1- *& algorithm can be used as the settlement o# the "roblem in longitudinal data analysis
)ith res"onse binom, and tend to im"ro(e model accuracy better than the NR algorithm
is no) more #re3uently used- So it can be suggested that *& de(elo"ment is the best
alternati(e models "arameters estimating /%&&s-
2- Bn #urther research it is recommended to use the "5(alue criterion )hich hel"s to de#ine
the selection o# the best algorithm- It is recommended to study the de(elo"ment o# the
*& algorithm to the analysis o# longitudinal data )ith ordinal res"onse and res"onse
"oison-
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728 &eng, >, dan !yk, !- 244F- F"s, EM T;+e I*+#e*e,",$(s /(! M$'e& E//e., M(&e#s-
Mournal o# the Royal Statistical Society- Series B- 6ol- D4, No- :- " CCG5CEF-
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7F8 Nhuri, A- 244:- A&-".e& C"#.8#8s 4$,1 A++#$.",$( I S,",$s,$.s. Mohn Wiley and Son-
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