Edward. F. Vonesh, Ph.D. (Senior Baxter Research Scientist, Applied Statistics Center, Baxter Healthcare Corporation) Approximation Techniques in Nonlinear Mixed Models: Strengths, Weaknesses and Implementation Abstract: Generalized linear and nonlinear mixed models are used extensively in such fields as population pharmacokinetics (PK), population pharmacodynamics (PD), bioassay, studies of biological or agricultural growth, and epidemiology. As these models are typically nonlinear in the random effects, maximum likelihood estimation (MLE) requires maximizing an integrated likelihood function (i.e., marginal likelihood) that generally has no closed form expression. To circumvent the computational challenges associated with maximizing an integrated likelihood, a number of estimation techniques have been proposed based on various Taylor series approximations. We will review the strengths and weaknesses of several estimation techniques including those based on the nonlinear mixed effects (NLME) algorithm of Lindstrom and Bates (1990), the penalized quasi-likelihood (PQL) algorithm of Breslow and Clayton (1993), the conditional second-order generalized estimating equations (CGEE2) algorithm of Vonesh et. al. (2002) and a Laplacian-based maximum likelihood (LMLE) algorithm similar to that described by Vonesh (1996) and Wolfinger and Lin (1997). We do so by briefly examining the theoretical basis for and limitations of these approximations, and by investigating their asymptotic properties, both theoretically and via simulation. We will also discuss some common difficulties encountered when implementing these techniques (e.g., starting values for variance-covariance parameters) and methods for potentially overcoming these difficulties. The methods will be illustrated using both simulated and real data with all analyses carried out using SAS-based software. |
|