A nonlinear Gauss-Seidel algorithm for inference about GLMM

DOI10.1007/S001800000030MaRDI QIDQ5943412zbMATH OpenOpenAlexFDO

Authors Jiming Jiang

Publication date 23 September 2001

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s001800000030

zbMATH Keywords

Henderson's methodlinear mixed modelsmaximum posteriorrecursive algorithmunbiased estimators

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12)

Recommendations

• Maximum Likelihood Algorithms for Generalized Linear Mixed Models
• Random effects in generalized linear models and the em algoritham
• A General Maximum Likelihood Analysis of Variance Components in Generalized Linear Models
• Conditional inference about generalized linear mixed models
• A variational maximization-maximization algorithm for generalized linear mixed models with crossed random effects

Cites work

• A derivation of BLUP -- best linear unbiased predictor
• Approximate Inference in Generalized Linear Mixed Models
• Consistent Estimators in Generalized Linear Mixed Models
• scientific article; zbMATH DE number 3912096 (Why is no real title available?)
• scientific article; zbMATH DE number 3945130 (Why is no real title available?)
• scientific article; zbMATH DE number 946661 (Why is no real title available?)
• Small Area Inference for Binary Variables in the National Health Interview Survey
• That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
• Variance components.

Cited in

(12)

• Conditional inference about generalized linear mixed models
• An iterative sparse algorithm for the penalized maximum likelihood estimator in mixed effects model
• A variational maximization-maximization algorithm for generalized linear mixed models with crossed random effects
• 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)
• On Adaptive Gauss-Hermite Quadrature for Estimation in GLMM’s
• Schwarz Methods for Quasi-Likelihood in Generalized Linear Models
• Schwarz method for penalized quasi-likelihood in generalized additive models
• Computationally feasible estimation of the covariance structure in generalized linear mixed models
• Computing Gaussian Likelihoods and Their Derivatives for General Linear Mixed Models
• R-VGAL: a sequential variational Bayes algorithm for generalised linear mixed models
• Computation of maximum likelihood estimates for multiresponse generalized linear mixed models with non-nested, correlated random effects
• Estimation in the probit normal model for binary outcomes using the SAEM algorithm

This page was built for publication: A nonlinear Gauss-Seidel algorithm for inference about GLMM

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5943412)