Maximizing Generalized Linear Mixed Model Likelihoods With an Automated Monte Carlo EM Algorithm

DOI10.1111/1467-9868.00176zbMath0917.62058MaRDI QIDQ4238702

James G. Booth, James P. Hobert

Publication date: 6 July 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/10.1111/1467-9868.00176

zbMATH Keywords

importance sampling; Markov chain Monte Carlo method; Laplace approximation; rejection sampling; sandwich variance estimate; salamander data; Hastings-Metropolis algorithm; confidence ellipsoid

Mathematics Subject Classification ID

62J12: Generalized linear models (logistic models)

65C99: Probabilistic methods, stochastic differential equations

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