Fast EM-type Implementations for Mixed Effects Models

DOI10.1111/1467-9868.00140zbMath0909.62073OpenAlexW2127137558MaRDI QIDQ4214262

David A. van Dyk, Xiao-Li Meng

Publication date: 8 April 1999

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9868.00140

zbMATH Keywords

rate of convergenceincomplete datarandom effects modelsmissing datadata augmentationrestricted maximum likelihoodvariance components models

Mathematics Subject Classification ID

Linear inference, regression (62J99) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (24)

Limited information estimation in binary factor analysis: a review and extension ⋮ On Computing Maximum-Likelihood Estimates of the Unbalanced Two-Way Random-Effects Model ⋮ NESTED DESIGNS WITH MULTIVARIATE MEASUREMENT: AN ILLUSTRATION OF THE STRUCTURAL APPROACH TO RANDOM EFFECTS MULTIVARIATE ANALYSIS OF VARIANCE ⋮ A joint quantile regression model for multiple longitudinal outcomes ⋮ Estimation of the linear mixed integrated Ornstein–Uhlenbeck model ⋮ Efficient data augmentation techniques for some classes of state space models ⋮ Functional clustering methods for binary longitudinal data with temporal heterogeneity ⋮ Accelerating the quadratic lower-bound algorithm via optimizing the shrinkage parameter ⋮ Cross-fertilizing strategies for better EM mountain climbing and DA field exploration: a graphical guide book ⋮ Discussion: One-step sparse estimates in nonconcave penalized likelihood models: Who cares if it is a white cat or a black cat? ⋮ Simultaneous Inference and Bias Analysis for Longitudinal Data with Covariate Measurement Error and Missing Responses ⋮ Quasi maximum likelihood estimation of dynamic panel data models ⋮ Finite mixture regression model with random effects: application to neonatal hospital length of stay ⋮ Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence ⋮ Bayesian estimation of random effects models for multivariate responses of mixed data ⋮ Parameter estimation and inference in the linear mixed model ⋮ The covariance structure and likelihood function for multivariate dyadic data ⋮ An efficient MCEM algorithm for fitting generalized linear mixed models for correlated binary data ⋮ Adaptive fitting of linear mixed-effects models with correlated random effects ⋮ Modelling conditional covariance in the linear mixed model ⋮ Two slice-EM algorithms for fitting generalized linear mixed models with binary response ⋮ Modeling through group invariance: an interesting example with potential applications. ⋮ Two-level linear paired comparison models: Estimation and identifiability issues ⋮ Generalized linear mixed models for correlated binary data with \(t\)-link

This page was built for publication: Fast EM-type Implementations for Mixed Effects Models