Saved in:
Bibliographic Details
Main Authors: Bellio, Ruggero, Ghosh, Swarnadip, Owen, Art B., Varin, Cristiano
Format: Preprint
Published: 2023
Subjects:
Online Access:https://arxiv.org/abs/2308.15681
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866913812543700992
author Bellio, Ruggero
Ghosh, Swarnadip
Owen, Art B.
Varin, Cristiano
author_facet Bellio, Ruggero
Ghosh, Swarnadip
Owen, Art B.
Varin, Cristiano
contents Estimation of crossed random effects models commonly requires computational costs that grow faster than linearly in the sample size $N$, often as fast as $Ω(N^{3/2})$, making them unsuitable for large data sets. For non-Gaussian responses, integrating out the random effects to get a marginal likelihood brings significant challenges, especially for high dimensional integrals where the Laplace approximation might not be accurate. We develop a composite likelihood approach to probit models that replaces the crossed random effects model with some hierarchical models that require only one-dimensional integrals. We show how to consistently estimate the crossed effects model parameters from the hierarchical model fits. We find that the computation scales linearly in the sample size. We illustrate the method on about five million observations from Stitch Fix where the crossed effects formulation would require an integral of dimension larger than $700{,}000$.
format Preprint
id arxiv_https___arxiv_org_abs_2308_15681
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Consistent and Scalable Composite Likelihood Estimation of Probit Models with Crossed Random Effects
Bellio, Ruggero
Ghosh, Swarnadip
Owen, Art B.
Varin, Cristiano
Methodology
Computation
Estimation of crossed random effects models commonly requires computational costs that grow faster than linearly in the sample size $N$, often as fast as $Ω(N^{3/2})$, making them unsuitable for large data sets. For non-Gaussian responses, integrating out the random effects to get a marginal likelihood brings significant challenges, especially for high dimensional integrals where the Laplace approximation might not be accurate. We develop a composite likelihood approach to probit models that replaces the crossed random effects model with some hierarchical models that require only one-dimensional integrals. We show how to consistently estimate the crossed effects model parameters from the hierarchical model fits. We find that the computation scales linearly in the sample size. We illustrate the method on about five million observations from Stitch Fix where the crossed effects formulation would require an integral of dimension larger than $700{,}000$.
title Consistent and Scalable Composite Likelihood Estimation of Probit Models with Crossed Random Effects
topic Methodology
Computation
url https://arxiv.org/abs/2308.15681