A fast scoring algorithm for maximum likelihood estimation in unbalanced mixed models with nested random effects

DOI10.1093/BIOMET/74.4.817MaRDI QIDQ108329zbMATH OpenOpenAlexFDO

Authors Nicholas T. Longford, Nicholas Tibor Longford

Publication date 1987

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/74.4.817

zbMATH Keywords

maximum likelihood estimationfast Fisher scoring algorithmlarge sets of datanested random effectsunbalanced mixed models

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

Recommendations

• On Computing Maximum-Likelihood Estimates of the Unbalanced Two-Way Random-Effects Model
• scientific article; zbMATH DE number 4157850
• Maximum Likelihood Estimation of Variance Components for a Multivariate Mixed Model with Equal Design Matrices
• Computing Gaussian Likelihoods and Their Derivatives for General Linear Mixed Models
• scientific article; zbMATH DE number 3967723

Cited in

(42)

• Eight test statistics for multilevel structural equation models
• Efficient computational procedures for the estimation of parameters in multilevel models based on iterative generalised least squares
• A comparison of the random-effects pattern mixture model with last-observation-carried-forward(locf) analysis in longitudinal clinical trials with dropouts
• Ricci curvature for parametric statistics via optimal transport
• Local influence in multilevel regression for growth curves
• The effective sample size in Bayesian information criterion for level-specific fixed and random-effect selection in a two-level nested model
• Hierarchical linear regression models for conditional quantiles
• Some mathematical models for deciding the number of examination questions on computerized adaptive tests
• Semiparametric quantile modelling of hierarchical data
• Adaptive fitting of linear mixed-effects models with correlated random effects
• A measurement error Rao-Yu model for regional prevalence estimation over time using uncertain data obtained from dependent survey estimates
• On Computing Maximum-Likelihood Estimates of the Unbalanced Two-Way Random-Effects Model
• On Muthén's maximum likelihood for two-level covariance structure models
• Joint estimation of monotone curves via functional principal component analysis
• Logistic regression with random coefficients
• On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions
• Fitting bivariate multilevel models to assess long-term changes in body mass index and cigarette smoking
• scientific article; zbMATH DE number 4157850 (Why is no real title available?)
• Comparison and robustness of the REML, ML, MIVQUE estimators for multi-level random mediation model
• On the inversion-free Newton's method and its applications
• Composite hierachical linear quantile regression
• On normal theory based inference for multilevel models with distributional violations
• Cell means model for balanced factorial designs with nested mixed factors
• LAM
• Implementation and performance issues in the Bayesian and likelihood fitting of multilevel models
• Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models
• Asymptotic robustness of standard errors in multilevel structural equation models
• Variational Bayes on manifolds
• AIMS: average information matrix splitting
• A Comparison of Noniterative Generalized Least Squares and Iterative Maximum Likelihood Estimators When Testing Hypotheses in Random Coefficient Growth Curve Models
• Factor analysis for clustered observations
• Estimation of the covariance matrix of random effects in longitudinal studies
• Modeling multiple-criterion diagnoses by heterogeneous-instance logistic regression
• Semiparametric hierarchical composite quantile regression
• A general model for two-level data with responses missing at random
• Biplot display for diagnostic in a two-level regression model for growth curve analysis
• Streamlined solutions to multilevel sparse matrix problems
• Fisher scoring for crossed factor linear mixed models
• scientific article; zbMATH DE number 6860839 (Why is no real title available?)
• Network meta-analysis: a statistical physics perspective
• Decomposition of Prediction Error in Multilevel Models
• Prediction in Multilevel Logistic Regression

This page was built for publication: A fast scoring algorithm for maximum likelihood estimation in unbalanced mixed models with nested random effects

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q108329)