Robust estimation of a multilevel model with structural change

• Published in: Communications in statistics. Simulation and computation Vol. 47; no. 4; pp. 1014 - 1027
• Main Authors: Esmenda, Mary Jane, Barrios, Erniel B.
• Format: Journal Article
• Language: English
• Published: Philadelphia Taylor & Francis 21-04-2018; Taylor & Francis Ltd
• Subjects: Algorithms; Computer simulation; Computing time; Epidemics; Epidemiology; Estimates; Filtration; Forward search algorithm; Multilevel model; Robustness; Search algorithms; Spatiotemporal model; Temporary structural change
• ISSN: 0361-0918; 1532-4141
• DOI: 10.1080/03610918.2017.1300270

We postulate a spatiotemporal multilevel model and estimate using forward search algorithm and MLE imbedded into the backfitting algorithm. Forward search algorithm ensures robustness of the estimates by filtering the effect of temporary structural changes in the estimation of the group-level covariates, the individual-level covariates and spatial parameters. Backfitting algorithm provides computational efficiency of estimation procedure assuming an additive model. Simulation studies show that estimates are robust even in the presence of structural changes induced for example by epidemic outbreak. The model also produced robust estimates even for small sample and short time series common in epidemiological settings.