Computing Gaussian Likelihoods and Their Derivatives for General Linear Mixed Models

DOI10.1137/0915079MaRDI QIDQ4316307zbMATH OpenOpenAlexFDO

Authors Russ Wolfinger, Randy Tobias, John Sall

Publication date 7 December 1994

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0915079

zbMATH Keywords

arbitrary covariance structuresCholesky decompositionfirst and second derivatives of the likelihoodsFisher scoringGaussian likelihoodgeneral linear mixed modelMIVQUE(0)Newton-Raphsonprofilingrestricted likelihoodsweep operatorvariance profilingW-transformation

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10) Linear inference, regression (62J99) Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• Maximum Likelihood Algorithms for Generalized Linear Mixed Models
• scientific article; zbMATH DE number 3945138
• Approximately exact calculations for linear mixed models
• A nonlinear Gauss-Seidel algorithm for inference about GLMM

Cited in

(29)

• A fast scoring algorithm for maximum likelihood estimation in unbalanced mixed models with nested random effects
• A longitudinal data analysis interpretation of credibility models
• General Gaussian estimation
• Principal pivot transforms: Properties and applications
• Fisher scoring for crossed factor linear mixed models
• Computation and application of generalized linear mixed model derivatives using \textit{lme4}
• A composite Latin rectangle and nonstandard strip block design
• Recursive linear mixed models:some results on shared parameter estimation
• Streamlined mean field variational Bayes for longitudinal and multilevel data analysis
• A likelihood-based approach to mixed modeling with ambiguity in cluster identifiers
• Wavelet-based Functional Mixed Models
• AN ALGORITHMIC APPROACH TO BAYESIAN LINEAR MODEL CALCULATIONS
• scientific article; zbMATH DE number 3945138 (Why is no real title available?)
• Computing the likelihood and its dierivatives for a gaussian ARMA model
• An example of using mixed models and proc mixed for longitudinal data
• Nonconjugate Bayesian Analysis of Variance Component Models
• A Comparison of Noniterative Generalized Least Squares and Iterative Maximum Likelihood Estimators When Testing Hypotheses in Random Coefficient Growth Curve Models
• Estimation of the linear mixed integrated Ornstein–Uhlenbeck model
• Maximum likelihood estimation of nonlinear mixed-effects models with crossed random effects by combining first-order conditional linearization and sequential quadratic programming
• Some computational aspects of Gaussian CARMA modelling
• Estimating linear mixed effects models with truncated normally distributed random effects
• An adaptive method for likelihood optimization in linear mixed models under constrained search spaces
• Confidence, prediction, and tolerance in linear mixed models
• Delta method and bootstrap in linear mixed models to estimate a proportion when no event is observed: application to intralesional resection in bone tumor surgery
• Bayesian functional region selection
• Efficient maximum likelihood estimation of multiple membership linear mixed models, with an application to educational value-added assessments
• Modelling effects of spatial variability of saturated hydraulic conductivity on autocorrelated overland flow data: Linear mixed model approach
• Approximately exact calculations for linear mixed models
• Information attainable in some randomly incomplete multivariate response models

This page was built for publication: Computing Gaussian Likelihoods and Their Derivatives for General Linear Mixed Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4316307)