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

DOI10.1016/J.CSDA.2021.107227MaRDI QIDQ2242005zbMATH OpenOpenAlexWikidataFDO

Authors 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

penalized estimationmixed effectstemplate model builderdelta variance

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 735225 (Why is no real title available?)
• scientific article; zbMATH DE number 2006097 (Why is no real title available?)
• scientific article; zbMATH DE number 1471724 (Why is no real title available?)
• 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
• Automatic approximation of the marginal likelihood in non-Gaussian hierarchical models
• Bootstrap estimation of uncertainty in prediction for generalized linear mixed models
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Mean squared error of empirical predictor.
• On particle methods for parameter estimation in state-space models
• The Estimation of the Mean Squared Error of Small-Area Estimators
• Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives

Cited in

(5)

• Computational issues in parameter estimation for hidden Markov models with template model builder
• Sparse Bayesian learning using TMB (Template Model Builder)
• Frequentist conditional variance for nonlinear mixed-effects models
• Fast and universal estimation of latent variable models using extended variational approximations
• Improved confidence intervals for nonlinear mixed-effects and nonparametric regression models

Describes a project that uses

Uses Software

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

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