Frequentist delta-variance approximations with mixed-effects models and TMB
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Publication:2242005
DOI10.1016/J.CSDA.2021.107227OpenAlexW3138624453WikidataQ114191895 ScholiaQ114191895MaRDI QIDQ2242005FDOQ2242005
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
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Cites Work
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- Approximations for Standard Errors of Estimators of Fixed and Random Effect in Mixed Linear Models
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- On particle methods for parameter estimation in state-space models
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- 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
- Automatic approximation of the marginal likelihood in non-Gaussian hierarchical models
- Bootstrap estimation of uncertainty in prediction for generalized linear mixed models
Cited In (5)
- Frequentist conditional variance for nonlinear mixed-effects models
- Sparse Bayesian learning using TMB (Template Model Builder)
- Computational issues in parameter estimation for hidden Markov models with template model builder
- Fast and universal estimation of latent variable models using extended variational approximations
- Improved confidence intervals for nonlinear mixed-effects and nonparametric regression models
Uses Software
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