An approximate EM algorithm for maximum likelihood estimation in generalized linear mixed models

被引：1

作者：

Xiang, L ^{[1
]}

Tse, SK ^{[1
]}

机构：

[1] City Univ Hong Kong, Dept Management Sci, Kowloon, Hong Kong, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2003年 / 32卷 / 03期

关键词：

D O I：

10.1081/SAC-120017862

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This article considers the maximum likelihood estimation in generalized linear mixed models (GLMMs). Using results from number theory, we propose a numerical EM algorithm to find the maximum likelihood estimates in GLMMs. Details of the steps required by applying the proposed numerical method to the E-step of the EM algorithm are outlined. The performance and efficiency of the proposed method are compared to some commonly used methods discussed in the literature.

引用

页码：787 / 798

页数：12

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