Monte Carlo EM algorithm for generalized linear models with linear structural random effects
We propose generalized linear mixed models with linear structural random effects based on generalized linear mixed models. In this article, an Monte Carlo EM type algorithm is developed for maximum likelihood estimations of the proposed models. To avoid computation of the complicated multiple integrals involved, the E-step is completed by Monte Carlo techniques. The M-step is carried out efficiently by simple Conditional Maximization. Standard errors of MLEs are obtained via Louiss identity.
Monte Carlo EM algorithm generalized linear mixed models Linear structural Standard errors estimates
Xingcai Zhou
Department of Mathematics and Computer Science, Tongling University, Tongling, Anhui, China
国际会议
上海
英文
444-447
2011-03-11（万方平台首次上网日期，不代表论文的发表时间）