科研成果详情

题名Quasi-Monte Carlo EM algorithm for MLEs in generalized linear mixed models
作者
发表日期1998
会议名称13th Symposium in Computational Statistics
会议录名称Compstat 1998: Proceedings 13th Symposium in Computational Statistics
ISBN9783790811315
页码419-424
会议日期1998
会议地点Bristol
摘要

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.

关键词EM algorithm generalized linear mixed models Quasi-Monte Carlo method random effects
DOI10.1007/978-3-662-01131-7_58
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语种英语English
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被引频次[WOS]:0   [WOS记录]     [WOS相关记录]
文献类型会议论文
条目标识符https://repository.uic.edu.cn/handle/39GCC9TT/5808
专题个人在本单位外知识产出
作者单位
Statistics Department, IACR-Rothamsted, Harpenden, Hertfordshire, UK
推荐引用方式
GB/T 7714
Pan, Jianxin,Thompson, Robin. Quasi-Monte Carlo EM algorithm for MLEs in generalized linear mixed models[C], 1998: 419-424.
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