Monte Carlo approximation through Gibbs output in generalized linear mixed models

DOI10.1016/J.JMVA.2004.05.004MaRDI QIDQ2485993zbMATH OpenOpenAlexFDO

Authors Anthony Yung Cheung Kuk, Carrie H. K. Yam, Jennifer S. K. Chan

Publication date 5 August 2005

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2004.05.004

zbMATH Keywords

Monte CarloGibbs samplerMetropolis-Hastings algorithmNewton-RaphsonGeneralized linear mixed modelMonte Carlo relative likelihood

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Monte Carlo methods (65C05) Generalized linear models (logistic models) (62J12)

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Cites work

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• Another Look at the Salamander Mating Data: A Modified Laplace Approximation Approach
• Approximate Inference in Generalized Linear Mixed Models
• Bias Correction in Generalized Linear Mixed Models With Multiple Components of Dispersion
• Bias correction in generalised linear mixed models with a single component of dispersion
• Hierarchical models with scale mixtures of normal distributions
• Laplace Importance Sampling for Generalized Linear Mixed Models
• Marginal Likelihood From the Metropolis–Hastings Output
• Marginal Likelihood from the Gibbs Output
• Maximum Likelihood Algorithms for Generalized Linear Mixed Models
• Maximum Likelihood Estimation for Probit-Linear Mixed Models with Correlated Random Effects
• Maximum Likelihood Variance Components Estimation for Binary Data
• The monte carlo newton-raphson algorithm

Cited in

(7)

• Nonignorable dropout models for longitudinal binary data with random effects: an application of Monte Carlo approximation through the Gibbs output
• Computationally efficient Monte Carlo EM algorithms for generalized linear mixed models
• Two-component Poisson mixture regression modelling of count data with bivariate random effects
• Bayesian informative dropout model for longitudinal binary data with random effects using conditional and joint modeling approaches
• Monte Carlo approximation of likelihood function in spatial GLMMs through an empirical Bayes method
• Maximum likelihood estimation in generalized linear mixed models using Monte Carlo methods: application to small-area estimation of breast cancer mortality
• Bayesian approach to analysing longitudinal bivariate binary data with informative dropout

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• WinBUGS

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