Estimation in nonlinear mixed-effects models using heavy-tailed distributions

DOI10.1007/s11222-010-9212-1zbMath1322.62030OpenAlexW1985172735MaRDI QIDQ746189

Cristian Meza, Felipe Osorio, Rolando De la Cruz

Publication date: 16 October 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10533/128315

zbMATH Keywords

outliersrandom effectsSAEM algorithmmixed-effects modelscale mixtures of normal distributions

Mathematics Subject Classification ID

Related Items (28)

Likelihood-based inference for censored linear regression models with scale mixtures of skew-normal distributions ⋮ Nonlinear mixed-effects models with scale mixture of skew-normal distributions ⋮ Influence diagnostics for robust P-splines using scale mixture of normal distributions ⋮ Influence diagnostics for Student-tcensored linear regression models ⋮ Improved likelihood ratio tests in a measurement error model for multivariate replicated data ⋮ Robust replicated heteroscedastic measurement error model using heavy-tailed distribution ⋮ An adaptive linear regression approach for modeling heavy-tailed longitudinal data ⋮ Bayesian inference of mixed-effects ordinary differential equations models using heavy-tailed distributions ⋮ A Skew‐normal copula‐driven GLMM ⋮ Assessment of variance components in nonlinear mixed-effects elliptical models ⋮ Fast inference for robust nonlinear mixed-effects models ⋮ Testing for autocorrelation and random-effects in nonlinear mixed effects models based on M-estimation ⋮ A non-iterative sampling Bayesian method for linear mixed models with normal independent distributions ⋮ Influence diagnostics in heteroscedastic and/or autoregressive nonlinear elliptical models for correlated data ⋮ Bayesian robust estimation of partially functional linear regression models using heavy-tailed distributions ⋮ Bayesian estimation for the extended \(t\)-process regression models with independent errors ⋮ On local power properties of the LR, Wald, score and gradient tests in nonlinear mixed-effects models ⋮ Approximate inferences for nonlinear mixed effects models with scale mixtures of skew-normal distributions ⋮ Linear censored regression models with scale mixtures of normal distributions ⋮ Some simulation/computation in multivariate linear models of scale mixtures of skew-normal-Cauchy distributions ⋮ Heavy-tailed longitudinal regression models for censored data: a robust parametric approach ⋮ Bayesian inference in nonlinear mixed-effects models using normal independent distributions ⋮ Statistical diagnostics for nonlinear regression models based on scale mixtures of skew-normal distributions ⋮ Statistical model and inference for pharmacokinetic data ⋮ Quantile regression for nonlinear mixed effects models: a likelihood based perspective ⋮ Semiparametric mixed-effects ordinary differential equation models with heavy-tailed distributions ⋮ Semiparametric inference for the scale-mixture of normal partial linear regression model with censored data ⋮ On the curved exponential family in the Stochastic Approximation Expectation Maximization Algorithm

Uses Software

• S-PLUS
• WinBUGS
• MEMSS

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Functional relations, random coefficients, and nonlinear regression with application to kinetic data
• Detection of outliers in multilevel models
• Influence analyses of nonlinear mixed-effects models
• Maximum likelihood estimation in nonlinear mixed effects models
• Bayesian non-linear regression models with skew-elliptical errors: applications to the classification of longitudinal profiles
• Estimation in the probit normal model for binary outcomes using the SAEM algorithm
• Influence diagnostics in nonlinear mixed-effects elliptical models
• High-dimensional exploratory item factor analysis by a Metropolis-Hastings Robbins-Monro algorithm
• EM algorithms for nonlinear mixed effects models
• Assessment of local influence in elliptical linear models with longitudinal structure
• Linear mixed models with skew-elliptical distributions: a Bayesian approach
• On the convergence properties of the EM algorithm
• The mean-shift outlier model in general weighted regression and its applications.
• On statistical models for regression diagnostics
• Weak convergence and optimal scaling of random walk Metropolis algorithms
• Hierarchical models with scale mixtures of normal distributions
• Two Taylor-series approximation methods for nonlinear mixed models
• Optimal scaling for various Metropolis-Hastings algorithms.
• Convergence of a stochastic approximation version of the EM algorithm
• Robust Two‐Stage Estimation in Hierarchical Nonlinear Models
• Bayesian Longitudinal Data Analysis with Mixed Models and Thick-tailed Distributions using MCMC
• A note on the use of Laplace's approximation for nonlinear mixed-effects models
• A stochastic approximation algorithm with Markov chain Monte-Carlo method for incomplete data estimation problems
• Robustness of the student t based M-estimator
• Parameter expansion to accelerate EM: the PX-EM algorithm
• Multivariate Student-t regression models: Pitfalls and inference
• Laplace's approximation for nonlinear mixed models
• An EM Algorithm for Nonlinear Random Effects Models
• Bayesian Robust Multivariate Linear Regression With Incomplete Data
• Maximum Likelihood Algorithms for Generalized Linear Mixed Models
• Mixed-Effects Models in S and S-PLUS
• Coupling a stochastic approximation version of EM with an MCMC procedure
• Mixed Models
• A curious likelihood identity for the multivariate t-distribution
• Understanding some long‐tailed symmetrical distributions
• High-Breakdown Inference for Mixed Linear Models
• A general class of multivariate skew-elliptical distributions

This page was built for publication: Estimation in nonlinear mixed-effects models using heavy-tailed distributions