Pages that link to "Item:Q1020672"
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The following pages link to Quasi-Monte Carlo estimation in generalized linear mixed models (Q1020672):
Displaying 13 items.
- Random effects selection in generalized linear mixed models via shrinkage penalty function (Q746316) (← links)
- Faster Monte Carlo estimation of joint models for time-to-event and multivariate longitudinal data (Q830615) (← links)
- Quasi-Monte Carlo for highly structured generalised response models (Q931378) (← links)
- Gauss-Hermite quadrature approximation for estimation in generalized linear mixed models (Q1424630) (← links)
- A new method for evaluation of the Fisher information matrix for discrete mixed effect models using Monte Carlo sampling and adaptive Gaussian quadrature (Q1654246) (← links)
- Gaussian quadrature approximations in mixed hidden Markov models for longitudinal data: a simulation study (Q1660151) (← links)
- Modeling of the ARMA random effects covariance matrix in logistic random effects models (Q2324306) (← links)
- Monte Carlo approximation through Gibbs output in generalized linear mixed models (Q2485993) (← links)
- On quasi‐likelihood inference in generalized linear mixed models with two components of dispersion (Q4819898) (← links)
- (Q5208675) (← links)
- Quasi-complete separation in random effects of binary response mixed models (Q5222516) (← links)
- Diagnosing misspecification of the random‐effects distribution in mixed models (Q5347403) (← links)
- Enhanced Laplace approximation (Q6536704) (← links)
