Approximating the marginal likelihood estimate for models with random parameters

DOI10.1016/S0096-3003(99)00230-1zbMath1024.65010MaRDI QIDQ1854943

Bradley M. Bell

Publication date: 28 January 2003

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

nuisance parametersrandom effectsleast squaresmarginal likelihoodLaplace approximationMonte Carlo techniquesmatrix derivatives

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10)

Related Items

AD Model Builder: using automatic differentiation for statistical inference of highly parameterized complex nonlinear models ⋮ Automatic approximation of the marginal likelihood in non-Gaussian hierarchical models ⋮ Bias-correction for Weibull common shape estimation

Uses Software

• NONMEM

Cites Work

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• Elimination of nuisance parameters with reference priors
• A note on the use of Laplace's approximation for nonlinear mixed-effects models
• Likelihood functions for inference in the presence of a nuisance parameter
• An EM Algorithm for Nonlinear Random Effects Models
• Computing Bayes Factors by Combining Simulation and Asymptotic Approximations
• Asymptotic Properties of Maximum Likelihood Estimators for the Independent Not Identically Distributed Case