Frequentist delta-variance approximations with mixed-effects models and TMB

DOI10.1016/j.csda.2021.107227OpenAlexW3138624453WikidataQ114191895 ScholiaQ114191895MaRDI QIDQ2242005

Nan Zheng, Noel Cadigan

Publication date: 9 November 2021

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

Full work available at URL: https://doi.org/10.1016/j.csda.2021.107227

zbMATH Keywords

mixed effectspenalized estimationtemplate model builderdelta variance

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

Fast and universal estimation of latent variable models using extended variational approximations ⋮ Computational issues in parameter estimation for hidden Markov models with template model builder ⋮ Frequentist conditional variance for nonlinear mixed-effects models

Uses Software

• R
• ADMB
• AD Model Builder
• TMB
• glmmTMB

Cites Work

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• On particle methods for parameter estimation in state-space models
• Automatic approximation of the marginal likelihood in non-Gaussian hierarchical models
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Bootstrap estimation of uncertainty in prediction for generalized linear mixed models
• Mean squared error of empirical predictor.
• AD Model Builder: using automatic differentiation for statistical inference of highly parameterized complex nonlinear models
• Approximations for Standard Errors of Estimators of Fixed and Random Effect in Mixed Linear Models
• Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives
• The Estimation of the Mean Squared Error of Small-Area Estimators

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