Quasi-Monte Carlo EM algorithm for MLEs in generalized linear mixed models

C1 - Edited contributions to conferences/learned societies

Pan, J-X and Thompson, R. 1998. Quasi-Monte Carlo EM algorithm for MLEs in generalized linear mixed models. Payne, R. W. and Green, P. (ed.) Compstat 1998: Proceedings 13th Symposium in Computational Statistics, Bristol, 1998 . Physica-Verlag, Heidelberg. pp. 419-424 doi:10.1007/978-3-662-01131-7_58

AuthorsPan, J-X and Thompson, R.
Abstract

Inferences for generalized linear mixed models are greatly hampered by the intractable integrated likelihood. In this paper numerical integration based on Quasi-Monte Carlo method is used to approximate the integral of the EM algorithm and then to fit the models. The proposed algorithm is computationally straightforward and easily implemented, and yields satisfactory estimates, compared to Monte Carlo approximation and Gauss-Hermite quadrature with the same computational cost.

Year of Publication1998
Digital Object Identifier (DOI)doi:10.1007/978-3-662-01131-7_58
Open accessPublished as non-open access
Journal citationpp. 419-424
PublisherPhysica-Verlag, Heidelberg
Book editorPayne, R. W.
Green, P.
ISBN978-3-7908-1131-5
Funder project or code207
445
Project: 141627
Output statusPublished
Copyright licensePublisher copyright
Page range419-424
EditorsPayne, R. W. and Green, P.

Permalink - https://repository.rothamsted.ac.uk/item/87z96/quasi-monte-carlo-em-algorithm-for-mles-in-generalized-linear-mixed-models

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