A new method for the estimation of variance matrix with prescribed zeros in nonlinear mixed effects models
نویسندگان
چکیده
We propose a new method for the Maximum Likelihood Estimator (MLE) of nonlinear mixed effects models when the variance matrix of Gaussian random effects has a prescribed pattern of zeros (PPZ). The method consists of coupling the recently developed Iterative Conditional Fitting (ICF) algorithm with the Expectation Maximization (EM) algorithm. It provides positive definite estimates for any sample size, and does not rely on any structural assumption concerning the PPZ. It can be easily adapted to many versions of EM.
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ورودعنوان ژورنال:
- Statistics and Computing
دوره 19 شماره
صفحات -
تاریخ انتشار 2009