A new method for evaluation of the Fisher information matrix for discrete mixed effect models using Monte Carlo sampling and adaptive Gaussian quadrature

DOI10.1016/J.CSDA.2016.10.011zbMath1464.62173OpenAlexW2556435907MaRDI QIDQ1654246

Sebastian Ueckert, France Mentré

Publication date: 7 August 2018

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

Full work available at URL: https://www.hal.inserm.fr/inserm-01397584/file/manuscriptCSDA_Ueckert.pdf

zbMATH Keywords

Fisher information matrixdiscrete dataoptimal designgeneralized linear mixed modelnonlinear mixed effect models

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Optimal statistical designs (62K05) Generalized linear models (logistic models) (62J12)

Related Items (2)

Optimal designs for discrete-time survival models with random effects ⋮ Optimal designs for generalized linear mixed models based on the penalized quasi-likelihood method

Uses Software

• Unnamed Item
• Statmod
• PopED

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On optimal design for a Poisson regression model with random intercept
• Quasi-Monte Carlo estimation in generalized linear mixed models
• Maximind-optimal designs for binary longitudinal responses
• Evaluation of the Fisher information matrix in nonlinear mixed effect models using adaptive Gaussian quadrature
• Models for discrete longitudinal data.
• Designs for generalized linear models with random block effects via information matrix approximations
• Accurate Approximations for Posterior Moments and Marginal Densities
• Coupling a stochastic approximation version of EM with an MCMC procedure
• Bayesian Inference in Econometric Models Using Monte Carlo Integration
• Calculation of Gauss Quadrature Rules

This page was built for publication: A new method for evaluation of the Fisher information matrix for discrete mixed effect models using Monte Carlo sampling and adaptive Gaussian quadrature