MAXIMUM LIKELIHOOD ESTIMATION FOR SIMPLEX DISTRIBUTION NONLINEAR MIXED MODELS VIA THE STOCHASTIC APPROXIMATION ALGORITHM
文献类型: 外文期刊
作者: Zhang, Wenzhuan 1 ; Wei, Hongjie 2 ;
作者机构: 1.Guizhou Coll Finance & Econ, Sch Math & Stat, Guiyang 550004, Guizhou, Peoples R China
2.Chinese Acad Trop Agr Sci, Rubber Res Inst, Danzhou 571737, Hainan, Peoples R China
关键词: Simplex distribution;nonlinear mixed models;maximum likelihood estimates;stochastic approximation algorithm;M-H algorithm;longitudinal continuous proportional data
期刊名称:ROCKY MOUNTAIN JOURNAL OF MATHEMATICS ( 影响因子:0.568; 五年影响因子:0.61 )
ISSN: 0035-7596
年卷期: 2008 年 38 卷 5 期
页码:
收录情况: SCI
摘要: Longitudinal continuous proportional data. is common in many fields such as biomedical research, psychological research and so on, e.g., the percent decrease in glomerular filtration rate at different follow-up times from the baseline. As shown in Song and Tan [16] such data can be fitted with simplex models. However, the original models of [16] for such longitudinal continuous proportional data assumed a fixed effect for every subject. This paper extends the models of Song and Tan [16] by adding random effects, and proposes simplex distribution nonlinear mixed models which are one kind of nonlinear reproductive dispersion mixed model. By treating random effects in the models as hypothetical missing data and applying the Metropolis-Hastings (M-H) algorithm, this paper develops the stochastic approximation (SA) algorithm with Markov chain Monte-Carlo (MCMC) method for maximum likelihood estimation in the models. Finally, for ease of comparison, the method is illustrated with the same data from an ophthalmology study on the use of intraocular gas in retinal surgeries in [16].
- 相关文献
作者其他论文 更多>>
-
MAXIMUM LIKELIHOOD ESTIMATION FOR SIMPLEX DISTRIBUTION NONLINEAR MIXED MODELS VIA AN EM ALGORITHM
作者:Wei, Hongjie;Zhang, Wenzhuan
关键词:Simplex distribution;nonlinear mixed models;maximum likelihood estimates;MCEM algorithm;M-H algorithm;Newton-Raphson iteration;longitudinal proportional data