Monte Carlo likelihood inference for missing data models
From MaRDI portal
Publication:2642738
Abstract: We describe a Monte Carlo method to approximate the maximum likelihood estimate (MLE), when there are missing data and the observed data likelihood is not available in closed form. This method uses simulated missing data that are independent and identically distributed and independent of the observed data. Our Monte Carlo approximation to the MLE is a consistent and asymptotically normal estimate of the minimizer of the Kullback--Leibler information, as both Monte Carlo and observed data sample sizes go to infinity simultaneously. Plug-in estimates of the asymptotic variance are provided for constructing confidence regions for . We give Logit--Normal generalized linear mixed model examples, calculated using an R package.
Recommendations
- Maximum‐likelihood estimation for constrained‐ or missing‐data models
- scientific article; zbMATH DE number 509169
- scientific article; zbMATH DE number 1304673
- On the Convergence of the Monte Carlo Maximum Likelihood Method for Latent Variable Models
- Monte Carlo EM algorithm in logistic linear models involving non-ignorable missing data
Cites work
- Annealing Markov Chain Monte Carlo with Applications to Ancestral Inference
- Approximate Inference in Generalized Linear Mixed Models
- Asymptotic Statistics
- Convergence of sequences of convex sets, cones and functions
- Convergence of Sequences of Convex Sets, Cones and Functions. II
- Estimation and annealing for Gibbsian fields
- scientific article; zbMATH DE number 4192905 (Why is no real title available?)
- scientific article; zbMATH DE number 3945130 (Why is no real title available?)
- scientific article; zbMATH DE number 32053 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 1351867 (Why is no real title available?)
- scientific article; zbMATH DE number 1354815 (Why is no real title available?)
- scientific article; zbMATH DE number 509169 (Why is no real title available?)
- scientific article; zbMATH DE number 1834445 (Why is no real title available?)
- scientific article; zbMATH DE number 847272 (Why is no real title available?)
- scientific article; zbMATH DE number 3893867 (Why is no real title available?)
- scientific article; zbMATH DE number 3336465 (Why is no real title available?)
- Longitudinal data analysis using generalized linear models
- Maximizing Generalized Linear Mixed Model Likelihoods With an Automated Monte Carlo EM Algorithm
- Maximum Likelihood Algorithms for Generalized Linear Mixed Models
- Maximum Likelihood Estimation of Misspecified Models
- Maximum‐likelihood estimation for constrained‐ or missing‐data models
- Monte Carlo Estimation of Mixed Models for Large Complex Pedigrees
- Note on the Consistency of the Maximum Likelihood Estimate
- On the asymptotics of constrained \(M\)-estimation
- Random Effects Modeling of Multiple Binomial Responses Using the Multivariate Binomial Logit‐Normal Distribution
- Sequential Imputations and Bayesian Missing Data Problems
- Set-valued analysis
- Variational Analysis
- Weak convergence and empirical processes. With applications to statistics
Cited in
(29)- Monte Carlo modified profile likelihood in models for clustered data
- Gaussian copula marginal regression
- Scalable Monte Carlo inference and rescaled local asymptotic normality
- Asymptotics of maximum likelihood estimators based on Markov chain Monte Carlo methods
- Consistent maximum likelihood estimation using subsets with applications to multivariate mixed models
- An MCMC approach to empirical Bayes inference and Bayesian sensitivity analysis via empirical processes
- Monte Carlo EM algorithm in logistic linear models involving non-ignorable missing data
- Simplified maximum likelihood inference based on the likelihood decomposition for missing data
- Likelihood-based inference with missing data under missing-at-random
- Estimation of Dirichlet process priors with monotone missing data
- Asymptotics of Monte Carlo maximum likelihood estimators
- MCMC imputation in autologistic model
- Monte Carlo EM algorithm for multivariate normal distributions under missing data
- On usefulness of maximum likelihood estimator using incomplete data
- Using Hierarchical Likelihood for Missing Data Problems
- Local adaptation and genetic effects on fitness: calculations for exponential family models with random effects
- scientific article; zbMATH DE number 509169 (Why is no real title available?)
- On the Convergence of the Monte Carlo Maximum Likelihood Method for Latent Variable Models
- Inverse Probability Tilting for Moment Condition Models with Missing Data
- On the Adequacy of Variational Lower Bound Functions for Likelihood-based Inference in Markovian Models with Missing Values
- Monte Carlo EM for Missing Covariates in Parametric Regression Models
- Reduced-Dimensional Monte Carlo Maximum Likelihood for Latent Gaussian Random Field Models
- A CLASSICAL INVARIANCE APPROACH TO THE NORMAL MIXTURE PROBLEM
- Simulated maximum likelihood estimation in joint models for multiple longitudinal markers and recurrent events of multiple types, in the presence of a terminal event
- Likelihood-based inference for generalized linear mixed models: inference with the \texttt{R} package \texttt{glmm}
- Group testing regression analysis with covariates and specimens subject to missingness
- Uniform inference in linear mixed models
- Empirical likelihood for a partially linear model with covariate data missing at random
- Iterated importance sampling in missing data problems
This page was built for publication: Monte Carlo likelihood inference for missing data models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2642738)
