Maximizing Generalized Linear Mixed Model Likelihoods With an Automated Monte Carlo EM Algorithm

DOI10.1111/1467-9868.00176zbMath0917.62058OpenAlexW2090692107MaRDI QIDQ4238702

James G. Booth, James P. Hobert

Publication date: 6 July 1999

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9868.00176

zbMATH Keywords

importance samplingMarkov chain Monte Carlo methodLaplace approximationrejection samplingsandwich variance estimatesalamander dataHastings-Metropolis algorithmconfidence ellipsoid

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Probabilistic methods, stochastic differential equations (65C99)

Related Items (more than 100 items found - showing only first 100)

Analysis of bivariate zero inflated count data with missing responses ⋮ Multivariate geostatistical mapping of radioactive contamination in the Maddalena Archipelago (Sardinia, Italy): spatial special issue ⋮ Learning from incomplete data via parameterized \(t\) mixture models through eigenvalue decomposition ⋮ Wald-type rank tests: a GEE approach ⋮ Parameter estimation via stochastic variants of the ECM algorithm with applications to plant growth modeling ⋮ A pseudo-likelihood approach for estimating diagnostic accuracy of multiple binary medical tests ⋮ A new class of stochastic EM algorithms. Escaping local maxima and handling intractable sampling ⋮ Likelihood and conditional likelihood inference for generalized additive mixed models for clustered data ⋮ Semiparametric efficient estimation for shared-frailty models with doubly-censored clustered data ⋮ Convergence rate of MLE in generalized linear and nonlinear mixed-effects models: Theory and applications ⋮ Maximum likelihood inference for the Cox regression model with applications to missing covariates ⋮ An imputation approach for handling mixed-mode surveys ⋮ A Lasso and a regression tree mixed-effect model with random effects for the level, the residual variance, and the autocorrelation ⋮ The analysis of ordered categorical data: An overview and a survey of recent developments. (With discussion) ⋮ Monte Carlo likelihood inference for missing data models ⋮ Multivariate frailty models for multi-type recurrent event data and its application to cancer prevention trial ⋮ Maximum likelihood estimation and parameter interpretation in elliptical mixed logistic regression ⋮ Semiparametric multinomial mixed-effects models: a university students profiling tool ⋮ A joint quantile regression model for multiple longitudinal outcomes ⋮ The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking ⋮ Local adaptation and genetic effects on fitness: calculations for exponential family models with random effects ⋮ Bayesian variable selection for logistic mixed model with nonparametric random effects ⋮ Likelihood inference in generalized linear mixed models with two components of dispersion using data cloning ⋮ Information based model selection criteria for generalized linear mixed models with unknown variance component parameters ⋮ A variational maximization-maximization algorithm for generalized linear mixed models with crossed random effects ⋮ Predictive coarse-graining ⋮ Efficient inference for nonlinear state space models: an automatic sample size selection rule ⋮ Variable selection for generalized linear mixed models by \(L_1\)-penalized estimation ⋮ A stochastic variational framework for fitting and diagnosing generalized linear mixed models ⋮ Monte Carlo co-ordinate ascent variational inference ⋮ A data cloning algorithm for computing maximum likelihood estimates in spatial generalized linear mixed models ⋮ Statistical unfolding of elementary particle spectra: empirical Bayes estimation and bias-corrected uncertainty quantification ⋮ Efficient direct sampling MCEM algorithm for latent variable models with binary responses ⋮ Fast fitting of joint models for longitudinal and event time data using a pseudo-adaptive Gaussian quadrature rule ⋮ A regularized particle filter EM algorithm based on Gaussian randomization with an application to plant growth modeling ⋮ Gaussian variational approximation with sparse precision matrices ⋮ Gaussian copula marginal regression ⋮ Prediction in several conventional contexts ⋮ The subset argument and consistency of MLE in GLMM: answer to an open problem and beyond ⋮ Accounting for spot matching uncertainty in the analysis of proteomics data from two-dimensional gel electrophoresis ⋮ Heterogeneity and behavioral response in continuous time capture-recapture, with application to street cannabis use in Italy ⋮ Alternating imputation posterior estimation of models with crossed random effects ⋮ Joint analysis of mixed Poisson and continuous longitudinal data with nonignorable missing values ⋮ Fisher scoring: an interpolation family and its Monte Carlo implementations ⋮ Maximum likelihood estimation of nonlinear structural equation models ⋮ Convergence of the Monte Carlo expectation maximization for curved exponential families. ⋮ Robust estimation in generalized semiparametric mixed models for longitudinal data ⋮ A non-Gaussian spatial generalized linear latent variable model ⋮ Linear quantile regression models for longitudinal experiments: an overview ⋮ Generalized linear random effects models with varying coefficients ⋮ Analysis of inaccurate data with mixture measurement error models ⋮ Functional approach of flexibly modelling generalized longitudinal data and survival time ⋮ Mixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge) ⋮ Comparison of hierarchical and marginal likelihood estimators for binary outcomes ⋮ Generalized semiparametrically structured mixed models ⋮ Quasi-Monte Carlo sampling to improve the efficiency of Monte Carlo EM ⋮ Penalized spline smoothing in multivariable survival models with varying coefficients ⋮ Pairwise likelihood inference in spatial generalized linear mixed models ⋮ Hierarchical models for repeated binary data using the IBF sampler ⋮ Estimation in the probit normal model for binary outcomes using the SAEM algorithm ⋮ New global optimization algorithms for model-based clustering ⋮ A self-consistency approach to multinomial logit model with random effects ⋮ Factor analysis for paired ranked data with application on parent-child value orientation preference data ⋮ On modeling repeated binary responses and time-dependent missing covariates ⋮ A resource selection model for analyzing pseudoreplicated data due to grouping behavior of animals ⋮ Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime ⋮ High-dimensional exploratory item factor analysis by a Metropolis-Hastings Robbins-Monro algorithm ⋮ Bayesian and non-Bayesian analysis of gamma stochastic frontier models by Markov chain Monte Carlo methods ⋮ On the simulation size and the convergence of the Monte Carlo EM algorithm via likelihood-based distances ⋮ A general algorithm for covariance modeling of discrete data ⋮ Strong consistency of the maximum likelihood estimator in generalized linear and nonlinear mixed-effects models ⋮ Estimation and prediction for spatial generalized linear mixed models using high order Laplace approximation ⋮ High-dimensional variable selection with the plaid mixture model for clustering ⋮ Efficient simulated maximum likelihood estimation through explicitly parameter dependent importance sampling ⋮ Joint model of accelerated failure time and mechanistic nonlinear model for censored covariates, with application in HIV/AIDS ⋮ Composite likelihood and maximum likelihood methods for joint latent class modeling of disease prevalence and high-dimensional semicontinuous biomarker data ⋮ Ascent EM for fast and global solutions to finite mixtures: An application to curve-clustering of online auctions ⋮ Deletion measures for generalized linear mixed effects models ⋮ Numerical integration in logistic-normal models ⋮ Generalized linear mixed models with informative dropouts and missing covariates ⋮ Multivariate generalized linear mixed models with semi-nonparametric and smooth nonparametric random effects densities ⋮ Likelihood-based and Bayesian methods for Tweedie compound Poisson linear mixed models ⋮ Estimation of the mean squared error of predictors of small area linear parameters under a logistic mixed model ⋮ EM algorithms for nonlinear mixed effects models ⋮ Computational techniques for spatial logistic regression with large data sets ⋮ A Bayesian approach for analyzing a cluster-randomized trial with adjustment for risk misclassification ⋮ Efficient hybrid EM for linear and nonlinear mixed effects models with censored response ⋮ Quasi-Monte Carlo estimation in generalized linear mixed models ⋮ Stacked Laplace-EM algorithm for duration models with time-varying and random effects ⋮ Regression models for binary time series with gaps ⋮ An approximate method for generalized linear and nonlinear mixed effects models with a mechanistic nonlinear covariate measurement error model ⋮ Application of H-likelihood to factor analysis models with binary response data ⋮ The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking ⋮ Approximations of the information matrix for a panel mixed logit model ⋮ Quantile regression for nonlinear mixed effects models: a likelihood based perspective ⋮ Fitting monotone polynomials in mixed effects models ⋮ The role of conditional likelihoods in latent variable modeling ⋮ A Monte Carlo EM method for estimating multinomial probit models. ⋮ Unequal sampling for Monte Carlo EM algorithms. ⋮ Maximum likelihood estimation of factor and ideal point models for paired comparison data

This page was built for publication: Maximizing Generalized Linear Mixed Model Likelihoods With an Automated Monte Carlo EM Algorithm