Computation of reference Bayesian inference for variance components in longitudinal studies

DOI10.1007/S00180-007-0100-XzbMATH Open1222.62044OpenAlexW2045783214MaRDI QIDQ626239FDOQ626239

Authors: Miao-Yu Tsai, Chuhsing Kate Hsiao 

Publication date: 22 February 2011

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-007-0100-x

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• Reference Bayesian Methods for Generalized Linear Mixed Models
• Bayesian Methods for Variance Component Models
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• Nonconjugate Bayesian Analysis of Variance Component Models
• Publication:3484178

zbMATH Keywords

Markov chain Monte Carlogeneralized linear modelrestricted maximum likelihoodJeffreys' priorrandom effectspenalized quasi likelihood

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
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• Recovery of inter-block information when block sizes are unequal
• Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
• A Modified EM Algorithm for Estimation in Generalized Mixed Models
• Bias correction in generalised linear mixed models with a single component of dispersion
• Generalized linear mixed models a pseudo-likelihood approach
• Likelihood Ratio Tests in Linear Mixed Models with One Variance Component
• Nonconjugate Bayesian Analysis of Variance Component Models
• Variance Components Testing in the Longitudinal Mixed Effects Model
• Unbalanced Repeated-Measures Models with Structured Covariance Matrices
• Some Covariance Models for Longitudinal Count Data with Overdispersion
• Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
• Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
• Bayesian inference for variance components using only error contrasts
• Bayes Factors and Approximations for Variance Component Models
• Shrinkage Estimators for Covariance Matrices
• Nonconjugate Bayesian Estimation of Covariance Matrices and Its Use in Hierarchical Models
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
• Reference Bayesian Methods for Generalized Linear Mixed Models
• Restricted Maximum Likelihood (REML) Estimation of Variance Components in the Mixed Model
• Hierarchical Poisson Regression Modeling

Cited In (9)

• 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 generalized Q–Q plot for longitudinal data
• Point estimates for variance-structure parameters in Bayesian analysis of hierarchical models
• Extended Bayesian model averaging for heritability in twin studies
• Nonconjugate Bayesian Analysis of Variance Component Models
• Title not available (Why is that?)

Uses Software

• R

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