Monte Carlo EM with importance reweighting and its applications in random effects models.

DOI10.1016/S0167-9473(98)00075-9zbMath1042.62597MaRDI QIDQ1285507

Jun S. Liu, Fernando A. Quintana, Guido E. Del Pino

Publication date: 28 April 1999

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

zbMATH Keywords

Importance sampling; Metropolis--Hastings algorithm; Stochastic approximations

Mathematics Subject Classification ID

62F10: Point estimation

62L20: Stochastic approximation

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An automated (Markov chain) Monte Carlo EM algorithm, Ascent-Based Monte Carlo Expectation– Maximization, Estimation of the defect status on visual field longitudinal data, Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion), Generalized log-linear models with random effects, with application to smoothing contingency tables, A Monte Carlo EM algorithm for random-coefficient-based dropout models

Uses Software

• SASmixed

Cites Work

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