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| HAL : hal-00169189, version 2 |
| arXiv : 0709.0111 |
| DOI : 10.1007/s11222-008-9076-9 |
| Fiche détaillée |  Récupérer au format |
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| Statistics and Computing 19, 2 (2009) 129-138 |
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| Versions disponibles : | v1 (02-09-2007) | v2 (25-11-2008) |
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| A new method for the estimation of variance matrix with prescribed zeros in nonlinear mixed effects models |
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Djalil Chafai 1, 2Didier Concordet 1, 2 |
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| (10/02/2009) |
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| We propose a new method for the Maximum Likelihood Estimator (MLE) of nonlinear mixed effects models when the variance matrix of Gaussian random effects has a prescribed pattern of zeros (PPZ). The method consists in coupling the recently developed Iterative Conditional Fitting (ICF) algorithm with the Expectation Maximization (EM) algorithm. It provides positive definite estimates for any sample size, and does not rely on any structural assumption on the PPZ. It can be easily adapted to many versions of EM. |
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| 1 : | Physiopathologie et Toxicologie Expérimentales (UPTE) |
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INRA : UR0181 – Ecole Nationale Vétérinaire de Toulouse |
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| 2 : | Institut de Mathématiques de Toulouse (IMT) |
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Université Paul Sabatier - Toulouse III – Université Toulouse le Mirail - Toulouse II – Université des Sciences Sociales - Toulouse I – Institut National des Sciences Appliquées de Toulouse – CNRS : UMR5219 |
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| Domaine | : | Mathématiques/Statistiques Statistiques/Théorie |
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| Maximum likelihood – Mixed effects models – EM algorithm – Parametric estimation – ICF algorithm – Stuctured covariance matrix |
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| Liste des fichiers attachés à ce document : | ||||||||||
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| hal-00169189, version 2 | |
| http://hal.archives-ouvertes.fr/hal-00169189 | |
| oai:hal.archives-ouvertes.fr:hal-00169189 | |
| Contributeur : Djalil Chafai | |
| Soumis le : Mardi 25 Novembre 2008, 17:44:21 | |
| Dernière modification le : Mercredi 28 Octobre 2009, 15:28:51 | |
