Abstract
The data cloning method is a new computational tool for computing maximum likelihood estimates in complex statistical models such as mixed models. This method is synthesized with integrated nested Laplace approximation to compute maximum likelihood estimates efficiently via a fast implementation in generalized linear mixed models. Asymptotic behavior of the hybrid data cloning method is discussed. The performance of the proposed method is illustrated through a simulation study and real examples. It is shown that the proposed method performs well and rightly justifies the theory. Supplemental materials for this article are available online.
Original language | English (US) |
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Pages (from-to) | 597-613 |
Number of pages | 17 |
Journal | STATISTICS AND COMPUTING |
Volume | 22 |
Issue number | 2 |
DOIs | |
State | Published - Mar 2012 |
Externally published | Yes |
Keywords
- Asymptotic normality
- Data cloning
- Generalized linear mixed models
- Integrated nested Laplace approximation
ASJC Scopus subject areas
- Theoretical Computer Science
- Statistics and Probability
- Statistics, Probability and Uncertainty
- Computational Theory and Mathematics