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 https://doi.org/10.1007/978-3-662-01131-7_58
Authors | Pan, J-X and Thompson, R. |
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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 Publication | 1998 |
Digital Object Identifier (DOI) | https://doi.org/10.1007/978-3-662-01131-7_58 |
Open access | Published as non-open access |
Journal citation | pp. 419-424 |
Publisher | Physica-Verlag, Heidelberg |
Book editor | Payne, R. W. |
Green, P. | |
ISBN | 978-3-7908-1131-5 |
Funder project or code | 207 |
445 | |
Project: 141627 | |
Output status | Published |
Copyright license | Publisher copyright |
Page range | 419-424 |
Editors | Payne, 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