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题名Gauss-Hermite quadrature approximation for estimation in generalised linear mixed models
作者
发表日期2003
发表期刊Computational Statistics
ISSN/eISSN0943-4062
卷号18期号:1页码:57-78
摘要

This paper provides a unified algorithm to explicitly calculate the maximum likelihood estimates of parameters in a general setting of generalised linear mixed models (GLMMs) in terms of Gauss-Hermite quadrature approximation. The score function and observed information matrix are expressed explicitly as analytically closed forms so that Newton-Raphson algorithm can be applied straightforwardly. Compared with some existing methods, this approach can produce more accurate estimates of the fixed effects and variance components in GLMMs, and can serve as a basis of assessing existing approximations in GLMMs. A simulation study and practical example analysis are provided to illustrate this point.

关键词Gauss-Hermite quadrature Generalised linear mixed models Maximum likelihood estimates Newton-Raphson algorithm Random effects
DOI10.1007/s001800300132
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收录类别SCIE
语种英语English
WOS研究方向Mathematics
WOS类目Statistics & Probability
WOS记录号WOS:000181845300004
引用统计
被引频次:19[WOS]   [WOS记录]     [WOS相关记录]
文献类型期刊论文
条目标识符https://repository.uic.edu.cn/handle/39GCC9TT/5044
专题个人在本单位外知识产出
作者单位
1.Centre of Medical Statistics, Department of Mathematics, Keele University, Keele, Staffordshire ST5 5BG, United Kingdom
2.Statistics Department, IACR-Rothamsted, Harpenden, Herts AL5 2JQ, United Kingdom
推荐引用方式
GB/T 7714
Pan, Jianxin,Thompson, Robin. Gauss-Hermite quadrature approximation for estimation in generalised linear mixed models[J]. Computational Statistics, 2003, 18(1): 57-78.
APA Pan, Jianxin, & Thompson, Robin. (2003). Gauss-Hermite quadrature approximation for estimation in generalised linear mixed models. Computational Statistics, 18(1), 57-78.
MLA Pan, Jianxin,et al."Gauss-Hermite quadrature approximation for estimation in generalised linear mixed models". Computational Statistics 18.1(2003): 57-78.
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