发表状态 | 已发表Published |
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/eISSN | 0943-4062 |
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 |
DOI | 10.1007/s001800300132 |
URL | 查看来源 |
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 | |
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. |
条目包含的文件 | 条目无相关文件。 |
个性服务 |
查看访问统计 |
谷歌学术 |
谷歌学术中相似的文章 |
[Pan, Jianxin]的文章 |
[Thompson, Robin]的文章 |
百度学术 |
百度学术中相似的文章 |
[Pan, Jianxin]的文章 |
[Thompson, Robin]的文章 |
必应学术 |
必应学术中相似的文章 |
[Pan, Jianxin]的文章 |
[Thompson, Robin]的文章 |
相关权益政策 |
暂无数据 |
收藏/分享 |
除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。
修改评论