Assessing the performance of variational methods for mixed logistic regression models
نویسنده
چکیده
We present a variational estimation method for the mixed logistic regression model. The method is based on a lower bound approximation of the logistic function (Jaakkola and Jordan, 2000). Based on the approximation, an EM algorithm can be derived that results in a considerable simplification of the maximization problem in that it does not require the numerical evaluation of integrals over the random effects. We assess the performance of the variational method for the mixed logistic regression model in a simulation study, and compare it to Laplace’s method. The results indicate that the variational method is a viable choice for estimating the fixed effects of the mixed logistic regression model under the condition that the number of outcomes within each cluster is sufficiently high.
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