Direct Likelihood Approximations for Generalized Linear Mixed Models

Name: Direct Likelihood Approximations for Generalized Linear Mixed Models
Brand: VDM Verlag
SKU: 9783639286939
Price: 47.54 EUR
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An Adaptive Approach

Autor: Basheer Ahmad

Jazyk:

Väzba: Brožovaná

Vydavateľ: VDM Verlag

Dostupnosť: Skladom u dodávateľa

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47.54 €

It is a standard approach to consider the maximum likelihood estimation procedure for the estimation...

Informácie o knihe

Autor

Basheer Ahmad

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

2010

Stránok

120

EAN

9783639286939

ISBN

3639286936

Enbook ID

06835835

Vydavateľ

VDM Verlag

Hmotnosť

186

Rozmery

152 x 229 x 7

Kompletný popis

It is a standard approach to consider the maximum likelihood estimation procedure for the estimation of parameters in statistical modelling. The sample likelihood function has a closed form representation only if the two densities in the integrand are conjugate to each other. In case of any non- conjugate pair, no closed form representation exists. In such situations, we need to approximate the integral by making use of some numerical techniques. A first or second order Laplace approximation or the (adaptive) Gauss-Hermite quadrature method can be applied in order to get an approximative objective function. The resulting approximation of the likelihood function still needs to be numerically maximized with respect to all unknown parameters. For such a numerical maximization, all required derivatives are provided in the scope of this work. We explore the use of the (adaptive) Gauss-Hermite quadrature for Generalized Linear Mixed Models, when the conditional density of the response given the random effects is a member of the linear exponential family and the random effects are Gaussian.

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Direct Likelihood Approximations for Generalized Linear Mixed Models

An Adaptive Approach

Informácie o knihe

Kompletný popis

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Zákazníci, ktorí si kúpili túto knihu, kúpili tiež