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University of Nebraska - Lincoln

Laplace approximation

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Fully Exponential Laplace Approximation Em Algorithm For Nonlinear Mixed Effects Models, Meijian Zhou Dec 2009

Fully Exponential Laplace Approximation Em Algorithm For Nonlinear Mixed Effects Models, Meijian Zhou

Department of Statistics: Dissertations, Theses, and Student Work

Nonlinear mixed effects models provide a flexible and powerful platform for the analysis of clustered data that arise in numerous fields, such as pharmacology, biology, agriculture, forestry, and economics. This dissertation focuses on fitting parametric nonlinear mixed effects models with single- and multi-level random effects. A new, efficient, and accurate method that gives an error of order O(1/n2), fully exponential Laplace approximation EM algorithm (FELA-EM), for obtaining restricted maximum likelihood (REML) estimates in nonlinear mixed effects models is developed. Sample codes for implementing FELA-EM algorithm in R are given. Simulation studies have been conducted to evaluate …