Fitting nonlinear ordinary differential equation models with random effects and unknown initial conditions using the stochastic approximation expectation-maximization (SAEM) algorithm

DOI10.1007/S11336-014-9431-ZzbMath1342.62168OpenAlexW2001940873WikidataQ35637958 ScholiaQ35637958MaRDI QIDQ736434

Andrew Sherwood, Sy-Miin Chow, Hong-Tu Zhu, Zhao-hua Lu

Publication date: 4 August 2016

Published in: Psychometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11336-014-9431-z

zbMATH Keywords

dynamiclongitudinaldifferential equationnonlinearstochastic EM

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to biology and medical sciences; meta analysis (62P10) Stochastic approximation (62L20) Applications of statistics to psychology (62P15)

Related Items (7)

A joint process model of consensus and longitudinal dynamics ⋮ Bayesian analysis of ambulatory blood pressure dynamics with application to irregularly spaced sparse data ⋮ Estimation of nonlinear mixed‐effects continuous‐time models using the continuous‐discrete extended Kalman filter ⋮ A one‐step method for modelling longitudinal data with differential equations ⋮ Representing sudden shifts in intensive dyadic interaction data using differential equation models with regime switching ⋮ Zero-inflated regime-switching stochastic differential equation models for highly unbalanced multivariate, multi-subject time-series data ⋮ Computation for latent variable model estimation: a unified stochastic proximal framework

Uses Software

• R
• SAS

Cites Work

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