Abstract #301706

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JSM 2003 Abstract #301706
Activity Number: 207
Type: Contributed
Date/Time: Tuesday, August 5, 2003 : 8:30 AM to 10:20 AM
Sponsor: IMS
Abstract - #301706
Title: Existence of the Maximum Likelihood Estimators for a Class of Mixed-Effects Models for Longitudinal Multivariate Ordinal Outcomes
Author(s): David Todem*+ and KyungMann Kim
Companies: University of Wisconsin, Madison and University of Wisconsin
Address: 1210 W Dayton S, Madison, WI, 53706-1613,
Keywords: asymptotic properties ; latent responses ; random effects ; threshold values ; unicity
Abstract:

We generalize the concepts of separation and overlap of Albert and Anderson (1984) to establish existence of the maximum likelihood estimators for a class of mixed-effects models for longitudinal multivariate ordinal outcomes. Specifically, we establish necessary and sufficient conditions for the existence of the maximum likelihood estimates for the location and the association parameters. Desirable statistical properties such as consistency and asymptotic normality of these estimators are then studied and established under mild conditions. Our results cover a wide range of link functions, including the probit and logit functions. The implications of our results are illustrated through a hypothetical example and a dataset from a psychiatric study.

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