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

Biometrics. 2006 Sep;62(3):752-9. doi: 10.1111/j.1541-0420.2005.00512.x.

Abstract

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.

Publication types

  • Research Support, N.I.H., Extramural
  • Research Support, Non-U.S. Gov't

MeSH terms

  • Animals
  • Biometry / methods*
  • Cluster Analysis
  • Data Interpretation, Statistical
  • Genotype
  • Likelihood Functions
  • Mice
  • Models, Biological
  • Models, Statistical*
  • Nonlinear Dynamics
  • Normal Distribution
  • Sclera / anatomy & histology