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Direct Likelihood Approximations for Generalized Linear Mixed Models - Ahmad, Basheer
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Ahmad, Basheer:

Direct Likelihood Approximations for Generalized Linear Mixed Models - Paperback

2010, ISBN: 9783639286939

[ED: Softcover], [PU: VDM Verlag Dr. Müller], It is a standard approach to consider the maximum likelihood estimation procedure for the estimation of parameters in statistical modelling. … More...

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Direct Likelihood Approximations for Generalized Linear Mixed Models : An Adaptive Approach - Basheer Ahmad
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Basheer Ahmad:

Direct Likelihood Approximations for Generalized Linear Mixed Models : An Adaptive Approach - Paperback

2010, ISBN: 3639286936

[EAN: 9783639286939], Neubuch, [PU: VDM Verlag Dr. Müller], nach der Bestellung gedruckt Neuware -It is a standard approach to consider the maximum likelihood estimation procedure for the… More...

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Direct Likelihood Approximations for Generalized Linear Mixed Models
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Direct Likelihood Approximations for Generalized Linear Mixed Models - new book

ISBN: 9783639286939

It is a standard approach to consider the maximum likelihood estimation procedure for the estimation of parameters in statistical modelling. The sample likelihood function has a closed fo… More...

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Direct Likelihood Approximations for Generalized Linear Mixed Models - Basheer Ahmad
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Basheer Ahmad:
Direct Likelihood Approximations for Generalized Linear Mixed Models - Paperback

ISBN: 9783639286939

Paperback, [PU: VDM Verlag], It is a standard approach to consider the maximum likelihood estimation procedure for the estimation of parameters in statistical modelling. The sample likeli… More...

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Direct Likelihood Approximations for Generalized L - Ahmad, B
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Ahmad, B:
Direct Likelihood Approximations for Generalized L - Paperback

2010, ISBN: 9783639286939

Erscheinungsdatum: 09/2010, Medium: Taschenbuch, Einband: Kartoniert / Broschiert, Titel: Direct Likelihood Approximations for Generalized Linear Mixed Models, Titelzusatz: An Adaptive Ap… More...

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Direct Likelihood Approximations for Generalized Linear Mixed Models

It is a standard approach to consider the maximum likelihood estimation procedure for the estimation of parameters in statistical modelling. The sample likelihood function has a closed form representation only if the two densities in the integrand are conjugate to each other. In case of any non- conjugate pair, no closed form representation exists. In such situations, we need to approximate the integral by making use of some numerical techniques. A first or second order Laplace approximation or the (adaptive) Gauss-Hermite quadrature method can be applied in order to get an approximative objective function. The resulting approximation of the likelihood function still needs to be numerically maximized with respect to all unknown parameters. For such a numerical maximization, all required derivatives are provided in the scope of this work. We explore the use of the (adaptive) Gauss-Hermite quadrature for Generalized Linear Mixed Models, when the conditional density of the response given the random effects is a member of the linear exponential family and the random effects are Gaussian.

Details of the book - Direct Likelihood Approximations for Generalized Linear Mixed Models


EAN (ISBN-13): 9783639286939
ISBN (ISBN-10): 3639286936
Hardcover
Paperback
Publishing year: 2010
Publisher: VDM Verlag Dr. Mueller Akt.ges.&Co.KG

Book in our database since 2007-03-20T08:35:06-04:00 (New York)
Detail page last modified on 2023-07-09T19:53:25-04:00 (New York)
ISBN/EAN: 9783639286939

ISBN - alternate spelling:
3-639-28693-6, 978-3-639-28693-9
Alternate spelling and related search-keywords:
Book title: approximations, generalized linear models, linear models with


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