Generalised linear mixed model analysis via sequential Monte Carlo sampling

DOI10.1214/07-EJS158zbMath1320.62178arXiv0810.1163MaRDI QIDQ1951779

Yanyan Li

Publication date: 24 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0810.1163

zbMATH Keywords

nonparametric regressionlongitudinal data analysisgeneralised additive modelssequential Monte Carlo sampler

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Generalized linear models (logistic models) (62J12) Monte Carlo methods (65C05)

Related Items (3)

Variational inference for count response semiparametric regression ⋮ On sequential Monte Carlo, partial rejection control and approximate Bayesian computation ⋮ Adaptive optimal scaling of Metropolis–Hastings algorithms using the Robbins–Monro process

Uses Software

• MASS (R)
• SemiPar

Cites Work

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• Semiparametric Regression
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• Bias correction in generalised linear mixed models with a single component of dispersion
• Efficient parametrisations for normal linear mixed models
• Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)

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