Numerical integration in logistic-normal models

DOI10.1016/j.csda.2006.05.003zbMath1157.65336OpenAlexW1969136379WikidataQ57778933 ScholiaQ57778933MaRDI QIDQ1010503

Paul De Boeck, Francis Tuerlinckx, Ronald Cools, Jorge A. González

Publication date: 6 April 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.05.003

zbMATH Keywords

Gaussian quadraturelow discrepancy sequencesmultidimensional integrals(quasi-)Monte Carlo

Mathematics Subject Classification ID

Statistics (62-XX) Monte Carlo methods (65C05) Numerical integration (65D30)

Related Items

Moments of the logit-normal distribution ⋮ Random effects multinomial processing tree models: a maximum likelihood approach ⋮ Alternative approaches for econometric modeling of panel data using mixture distributions ⋮ Modeling the random effects covariance matrix for generalized linear mixed models ⋮ Simulated maximum likelihood estimation in joint models for multiple longitudinal markers and recurrent events of multiple types, in the presence of a terminal event ⋮ Quasi-Monte Carlo for highly structured generalised response models ⋮ Likelihood-based approach for analysis of longitudinal nominal data using marginalized random effects models ⋮ Modeling of the ARMA random effects covariance matrix in logistic random effects models ⋮ Logistic Regression With Multiple Random Effects: A Simulation Study of Estimation Methods and Statistical Packages

Uses Software

• R
• QUADPACK
• KELLEY
• fOptions
• TOMS659
• Fahrmeir
• goodwin.f77

Cites Work

• On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
• Quasi-Monte Carlo sampling to improve the efficiency of Monte Carlo EM
• Advances in multidimensional integration
• Quasi-Monte Carlo integration
• Control variates for quasi-Monte Carlo (with comments and rejoinder)
• [https://portal.mardi4nfdi.de/wiki/Publication:3204019 The Evaluation of Integrals of the Form � +∞ -∞ f(t)exp(- t 2 ) dt: Application to Logistic-Normal Models]
• On the Effect of the Number of Quadrature Points in a Logistic Random Effects Model: An Example
• Algorithm 659
• An economic method of computing LPτ-sequences
• Maximizing Generalized Linear Mixed Model Likelihoods With an Automated Monte Carlo EM Algorithm
• Computational investigations of low-discrepancy sequences
• Mathematical Statistics
• Multivariate statistical modelling based on generalized linear models.
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