多水平模型(英文原著) chap5.docVIP

Chapter 5 Nonlinear multilevel models 5.1 Nonlinear models The models of Chapters 1-4 are linear in the sense that the response is a linear function of the parameters in the fixed part and the elements of are linear functions of the parameters in the random part. In many applications, however, it is appropriate to consider models where the fixed or random parts of the model, or both, contain nonlinear functions. For example, in the study of growth, Jenss and Bayley (1937) proposed the following function to describe the growth in height of young children (5.1) where is the age of the j-th child at the i-th measurement occasion. Generalised linear models (McCullagh and Nelder, 1989) are a special case of nonlinear models where the response is a nonlinear function of a fixed part linear predictor. Models for discrete data, such as counts or proportions fall into this category and we shall devote chapter 7 to studying these. For example, a 2-level log linear model can be written (5.2) where is assumed typically to have a Poisson distribution, in this case across level 1 units. Note here, that in the multilevel extension of the standard single level model, the linear predictor contains random variables defined at level 2 or above. In this chapter we consider a general nonlinear model. Later chapters will use the results for particular applications. 5.2 Nonlinear functions of linear components The following results are an extension of those presented by Goldstein (1991) and appendix 5.1 gives details. Where the random variables are not part of the nonlinear function, the procedure gives maximum likelihood estimates (see appendix 5.1). In the case where the level 1 variation is non Normal the procedure can be regarded as a generalisation of quasilikelihood estimation (McCullagh and Nelder, 1989) and such models are discussed in chapter 7. Restricting attention to a 2-level structure we can write a fairly general model as follows (5.3) where the function is n