Mise en œuvre de l'algorithme EM pour l'estimation d'un modèle linéaire généralisé multinomial à effets aléatoires

Michel Goulard

Revue de Statistique Appliquée (2001)

  • Volume: 49, Issue: 4, page 29-52
  • ISSN: 0035-175X

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Goulard, Michel. "Mise en œuvre de l'algorithme EM pour l'estimation d'un modèle linéaire généralisé multinomial à effets aléatoires." Revue de Statistique Appliquée 49.4 (2001): 29-52. <http://eudml.org/doc/106506>.

@article{Goulard2001,
author = {Goulard, Michel},
journal = {Revue de Statistique Appliquée},
language = {fre},
number = {4},
pages = {29-52},
publisher = {Société française de statistique},
title = {Mise en œuvre de l'algorithme EM pour l'estimation d'un modèle linéaire généralisé multinomial à effets aléatoires},
url = {http://eudml.org/doc/106506},
volume = {49},
year = {2001},
}

TY - JOUR
AU - Goulard, Michel
TI - Mise en œuvre de l'algorithme EM pour l'estimation d'un modèle linéaire généralisé multinomial à effets aléatoires
JO - Revue de Statistique Appliquée
PY - 2001
PB - Société française de statistique
VL - 49
IS - 4
SP - 29
EP - 52
LA - fre
UR - http://eudml.org/doc/106506
ER -

References

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  10. McCulloch C.E., (1997) Maximum likelihood algorithms for generalized linear mixed models. JASA, 92, 437, 162-170. Zbl0889.62061MR1436105
  11. Quintana F.A., Liu J.S. & Del Pino G.E., (1999) Monte-Carlo EM with importance reweighting and its applications in random effects models. Computational Statistics & Data Analysis, 29, 429-444. Zbl1042.62597
  12. Robert C., (1996) Méthodes de Monte-Carlo par chaînes de Markov. Statistique mathématique et probabilité, Economica, Paris, 340 p. Zbl0917.60007MR1419096
  13. Tanner M. A, (1993) Tools for statistical inference. 3rd edition. Springer, New-York, 207 p. Zbl0846.62001MR1396311
  14. Zeger S.L. & M. Rezaul Karim, (1991) Generalized linear models with random effects; A Gibbs sampling approach. JASA, 86, 413,79-86. MR1137101

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