1. Computational Methods for Maximum Likelihood Estimation in Generalized Linear Mixed Models
- Author
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Otava, Martin, Komárek, Arnošt, and Kulich, Michal
- Subjects
zobecněný lineární smíšený model ,penalized quasi-likelihood ,generalized linear mixed model ,adaptivní Gaussova-Hermiteova kvadratura ,adaptive Gauss-Hermite quadrature ,penalizovaná kvazi-věrohodnost - Abstract
of the diploma thesis Title: Computational Methods for Maximum Likelihood Estimation in Generalized Linear Mixed Models Author: Bc. Martin Otava Department: Department of Probability and Mathematical Statistics Supervisor: RNDr. Arnošt Komárek, Ph.D., Department of Probability and Mathematical Statistics Abstract: Using maximum likelihood method for generalized linear mixed models, the analytically unsolvable problem of maximization can occur. As solution, iterative and ap- proximate methods are used. The latter ones are core of the thesis. Detailed and general introducing of the widely used methods is emphasized with algorithms useful in practical cases. Also the case of non-gaussian random effects is discussed. The approximate methods are demonstrated using the real data sets. Conclusions about bias and consistency are supported by the simulation study. Keywords: generalized linear mixed model, penalized quasi-likelihood, adaptive Gauss- Hermite quadrature 1
- Published
- 2011