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
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ISBN | 9783790811315 |
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 |
DOI | 10.1007/978-3-662-01131-7_58 |
URL | 查看来源 |
语种 | 英语English |
引用统计 | |
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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