Computation of reference Bayesian inference for variance components in longitudinal studies
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Cites work
- scientific article; zbMATH DE number 1817585 (Why is no real title available?)
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- A Modified EM Algorithm for Estimation in Generalized Mixed Models
- Approximate Inference in Generalized Linear Mixed Models
- Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
- Bayes Factors and Approximations for Variance Component Models
- Bayesian inference for variance components using only error contrasts
- Bias correction in generalised linear mixed models with a single component of dispersion
- Generalized linear mixed models a pseudo-likelihood approach
- Hierarchical Poisson Regression Modeling
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- Likelihood Ratio Tests in Linear Mixed Models with One Variance Component
- Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
- Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
- Nonconjugate Bayesian Analysis of Variance Component Models
- Nonconjugate Bayesian Estimation of Covariance Matrices and Its Use in Hierarchical Models
- Proper Bayes Minimax Estimators of the Multivariate Normal Mean
- Recovery of inter-block information when block sizes are unequal
- Reference Bayesian Methods for Generalized Linear Mixed Models
- Restricted Maximum Likelihood (REML) Estimation of Variance Components in the Mixed Model
- Shrinkage Estimators for Covariance Matrices
- Some Covariance Models for Longitudinal Count Data with Overdispersion
- Unbalanced Repeated-Measures Models with Structured Covariance Matrices
- Variance Components Testing in the Longitudinal Mixed Effects Model
Cited in
(13)- Linear approximate Bayes estimator for variance components in random effects model*
- A Hybrid Approximation Bayesian Test of Variance Components for Longitudinal Data
- Bayesian inference using a noninformative prior for linear Gaussian random coefficient regression with inhomogeneous within-class variances
- Generalized maximum-likelihood estimation of variance components with inverted gamma prior
- A default conjugate prior for variance components in generalized linear mixed models (Comment on article by Browne and Draper)
- On modeling the correlation as an additional parameter in random effects model
- Point estimates for variance-structure parameters in Bayesian analysis of hierarchical models
- Frequentist inference on random effects based on summarizability
- Extended Bayesian model averaging for heritability in twin studies
- A generalized Q-Q plot for longitudinal data
- Nonconjugate Bayesian Analysis of Variance Component Models
- scientific article; zbMATH DE number 4155665 (Why is no real title available?)
- Re-considering the variance parameterization in multiple precision models
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