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

DOI10.1111/1467-9868.00176zbMath0917.62058OpenAlexW2090692107MaRDI 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 samplingMarkov chain Monte Carlo methodLaplace approximationrejection samplingsandwich variance estimatesalamander dataHastings-Metropolis algorithmconfidence ellipsoid

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Probabilistic methods, stochastic differential equations (65C99)

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