Strong consistency of the maximum likelihood estimator in generalized linear and nonlinear mixed-effects models

DOI10.1007/s00184-005-0001-3zbMath1095.62028OpenAlexW2034797543MaRDI QIDQ2499556

Lei Nie

Publication date: 14 August 2006

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-005-0001-3

zbMATH Keywords

Nonlinear mixed-effects modelsMaximum likelihood estimatorRandom effectsStrong consistencyGeneralized linear mixed-effects models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12) General nonlinear regression (62J02)

Related Items (13)

A review on asymptotic inference in stochastic differential equations with mixed effects ⋮ Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations ⋮ Estimation for stochastic differential equations with mixed effects ⋮ Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects ⋮ Consistent maximum likelihood estimation using subsets with applications to multivariate mixed models ⋮ Nonparametric estimation for stochastic differential equations with random effects ⋮ Non parametric estimation for fractional diffusion processes with random effects ⋮ A note on BIC in mixed-effects models ⋮ Maximum Likelihood Estimation for Stochastic Differential Equations with Random Effects ⋮ Order selection in nonlinear time series models with application to the study of cell memory ⋮ Estimation of population parameters in stochastic differential equations with random effects in the diffusion coefficient ⋮ Asymptotic distribution of likelihood ratio test statistics for variance components in nonlinear mixed effects models ⋮ Nonparametric estimation for stochastic differential equations driven by mixed fractional Brownian motion with random effects

Uses Software

• Fahrmeir

Cites Work

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