Unequal sampling for Monte Carlo EM algorithms

Computational Statistics and Data Analysis

Volumn 39, Issue 3, 2002, Pages 261-270

  Booth, James G ^a   Caffo, Brian S ^b  

^a University of Florida ^*  (United States)

^b JOHNS HOPKINS UNIVERSITY   (United States)

Author keywords

Beta binomial; GLMM; Monte Carlo error; Optimal allocation

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; MONTE CARLO METHODS; SAMPLING;

ALLOCATION RULES;

DATA REDUCTION;

MONTE CARLO ANALYSIS;

EID: 0037188315     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(01)00062-7     Document Type: Article

References (12)

1. A general maximum likelihood analysis of overdispersion in generalized linear models
2. A general maximum likelihood analysis of variance components in generalized linear models
3. Maximizing generalized linear mixed model likelihoods with an automated Monte Carlo EM algorithm
4. Monte Carlo approximation of bootstrap variances
5. Maximum likelihood from incomplete data via the EM algorithm (with discussion)
6. Maximum likelihood variance components estimation for binary data
7. Maximum likelihood algorithms for generalized linear mixed models
8. A Monte Carlo implementation of the EM algorithm and the poor man's data augmentation algorithms