Computationally efficient Monte Carlo EM algorithms for generalized linear mixed models

DOI10.1080/10629360500282114zbMATH Open1108.62065OpenAlexW2013130407MaRDI QIDQ5485079FDOQ5485079

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

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zbMATH Keywords

random effects modelMonte Carlo integrationGauss--Hermite quadratureSalamander data

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• On the convergence properties of the EM algorithm
• Bias Correction in Generalized Linear Mixed Models With Multiple Components of Dispersion
• Spherical-Radial Integration Rules for Bayesian Computation
• Approximate Inference in Generalized Linear Mixed Models
• Maximum Likelihood Variance Components Estimation for Binary Data
• Bias correction in generalised linear mixed models with a single component of dispersion
• Maximizing Generalized Linear Mixed Model Likelihoods With an Automated Monte Carlo EM Algorithm
• Maximum Likelihood Algorithms for Generalized Linear Mixed Models
• Fitting Full-Information Item Factor Models and an Empirical Investigation of Bridge Sampling
• Consistent Estimators in Generalized Linear Mixed Models
• Extensions of estimation methods using the EM algorithm

Cited In (7)

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

Uses Software

• tsbridge

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