Estimation in generalized linear models with random effects

Abstract

A conceptually very simple but general algorithm for the estimation of the fixed effects, random effects, and components of dispersion in generalized linear models with random effects is proposed. Conditions are described under which the algorithm yields approximate maximum likelihood or quasi-maximum likelihood estimates of the fixed effects and dispersion components, and approximate empirical Bayes estimates of the random effects. The algorithm is applied to two data sets to illustrate the estimation of components of dispersion and the modelling of overdispersion.