Likelihood-based and Bayesian methods for Tweedie compound Poisson linear mixed models

DOI10.1007/s11222-012-9343-7zbMath1322.62198OpenAlexW2147574125MaRDI QIDQ746345

Yanwei Zhang

Publication date: 16 October 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-012-9343-7

zbMATH Keywords

maximum likelihood estimationLaplace approximationmixed modelsMonte Carlo EMextended quasi-likelihoodpenalized quasi-likelihoodadaptive Gauss-Hermite quadratureTweedie compound Poisson distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

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Uses Software

• lme4
• BayesDA

Cites Work

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• Recovery of inter-block information when block sizes are unequal
• A comparison of Bayesian and likelihood-based methods for fitting multilevel models

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