Computationally efficient Monte Carlo EM algorithms for generalized linear mixed models

DOI10.1080/10629360500282114zbMATHOpenAlexMaRDI QIDQ5485079FDO

Authors Yi-Hau Chen

Publication date 28 August 2006

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10629360500282114

zbMATH Keywords

random effects modelMonte Carlo integrationGauss--Hermite quadratureSalamander data

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Generalized linear models (logistic models) (62J12)

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Cites work

• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• 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
• Consistent Estimators in Generalized Linear Mixed Models
• Extensions of estimation methods using the EM algorithm
• Fitting Full-Information Item Factor Models and an Empirical Investigation of Bridge Sampling
• Maximizing Generalized Linear Mixed Model Likelihoods With an Automated Monte Carlo EM Algorithm
• Maximum Likelihood Algorithms for Generalized Linear Mixed Models
• Maximum Likelihood Variance Components Estimation for Binary Data
• On the convergence properties of the EM algorithm
• Spherical-Radial Integration Rules for Bayesian Computation

Cited in

(8)

• Two slice-EM algorithms for fitting generalized linear mixed models with binary response
• Maximum likelihood estimation in generalized linear mixed models using Monte Carlo methods: application to small-area estimation of breast cancer mortality
• Quasi-Monte Carlo estimation in generalized linear mixed models
• Efficient direct sampling MCEM algorithm for latent variable models with binary responses
• Parameter estimation in binomial linear mixed models
• A sequential reduction method for inference in generalized linear mixed models
• Independent and Identically Distributed Monte Carlo Algorithms for Semiparametric Linear Mixed Models
• Monte Carlo approximation through Gibbs output in generalized linear mixed models

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