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Fisher information for generalised linear mixed models

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  • Wand, M.P.

Abstract

The Fisher information for the canonical link exponential family generalised linear mixed model is derived. The contribution from the fixed effects parameters is shown to have a particularly simple form.

Suggested Citation

  • Wand, M.P., 2007. "Fisher information for generalised linear mixed models," Journal of Multivariate Analysis, Elsevier, vol. 98(7), pages 1412-1416, August.
    • Handle: RePEc:eee:jmvana:v:98:y:2007:i:7:p:1412-1416
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    References listed on IDEAS

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    1. Ruppert,David & Wand,M. P. & Carroll,R. J., 2003. "Semiparametric Regression," Cambridge Books, Cambridge University Press, number 9780521785167, September.
    2. Wand M. P., 2002. "Vector Differential Calculus in Statistics," The American Statistician, American Statistical Association, vol. 56, pages 55-62, February.
    3. Ruppert,David & Wand,M. P. & Carroll,R. J., 2003. "Semiparametric Regression," Cambridge Books, Cambridge University Press, number 9780521780506, September.
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    Cited by:

    1. Cavicchioli, Maddalena, 2017. "Asymptotic Fisher information matrix of Markov switching VARMA models," Journal of Multivariate Analysis, Elsevier, vol. 157(C), pages 124-135.
    2. G. Kauermann & J. Ormerod & M. Wand, 2010. "Parsimonious Classification Via Generalized Linear Mixed Models," Journal of Classification, Springer;The Classification Society, vol. 27(1), pages 89-110, March.
    3. Tang, Min & Slud, Eric V. & Pfeiffer, Ruth M., 2014. "Goodness of fit tests for linear mixed models," Journal of Multivariate Analysis, Elsevier, vol. 130(C), pages 176-193.
    4. Se Yoon Lee, 2022. "Bayesian Nonlinear Models for Repeated Measurement Data: An Overview, Implementation, and Applications," Mathematics, MDPI, vol. 10(6), pages 1-51, March.
    5. Clemens Elster & Gerd Wübbeler, 2017. "Bayesian inference using a noninformative prior for linear Gaussian random coefficient regression with inhomogeneous within-class variances," Computational Statistics, Springer, vol. 32(1), pages 51-69, March.

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