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Monte Carlo EM with importance reweighting and its applications in random effects models

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  • Quintana, Fernando A.
  • Liu, Jun S.
  • Pino, Guido E. del

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  • Quintana, Fernando A. & Liu, Jun S. & Pino, Guido E. del, 1999. "Monte Carlo EM with importance reweighting and its applications in random effects models," Computational Statistics & Data Analysis, Elsevier, vol. 29(4), pages 429-444, February.
    • Handle: RePEc:eee:csdana:v:29:y:1999:i:4:p:429-444
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    References listed on IDEAS

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    1. Bradley P. Carlin & Alan E. Gelfand & Adrian F. M. Smith, 1992. "Hierarchical Bayesian Analysis of Changepoint Problems," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 41(2), pages 389-405, June.
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    Cited by:

    1. Xiaowen Dai & Libin Jin & Lei Shi, 2023. "Quantile regression in random effects meta-analysis model," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 32(2), pages 469-492, June.
    2. Claudio Verzilli & James Carpenter, 2002. "A Monte Carlo EM algorithm for random-coefficient-based dropout models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 29(7), pages 1011-1021.
    3. Carling, Kenneth & Alam, Moudud, 2007. "Computationally feasible estimation of the covariance structure in Generalized linear mixed models(GLMM)," Working Papers 2007:14, Örebro University, School of Business.

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