Distributed multilevel modeling

David Afshartous, George Michailidis

Research output: Contribution to journalArticlepeer-review

Abstract

Multilevel modeling is a popular statistical technique for analyzing data in hierarchical format, and thus naturally fits within a distributed database framework. We consider the computational aspects of multilevel modeling across distributed databases. In addition, we consider these aspects under a generalization of the multilevel model where the distributed groups (or databases) are allowed to specify different models at both level-1 (individual) and level-2 (group). For a variety of scenarios, we develop the distributed computation algorithm for two-step least squares (LS) estimators and also for iterative MLE estimators of the parameters of interest; in particular, we determine the required data structure at each computing site, the necessary information (original data, cross-product matrices, coefficient vectors), and the order in which such information needs to be passed between sites. Finally, we discuss recursive updating, fault tolerance, and security issues.

Original languageEnglish (US)
Pages (from-to)901-924
Number of pages24
JournalJournal of Computational and Graphical Statistics
Volume16
Issue number4
DOIs
StatePublished - Dec 2007

Keywords

  • Distributed computing
  • Estimation

ASJC Scopus subject areas

  • Statistics and Probability
  • Discrete Mathematics and Combinatorics
  • Statistics, Probability and Uncertainty

Fingerprint

Dive into the research topics of 'Distributed multilevel modeling'. Together they form a unique fingerprint.

Cite this