An approximate method for nonlinear mixed-effects models with nonignorably missing covariates

Lang Wu

Statistics & Probability Letters, 2008, vol. 78, issue 4, 384-389

Abstract: Nonlinear mixed-effect (NLME) models are very useful in many longitudinal studies. In practice, covariates in NLME models may contain missing data, and the missing data may be nonignorable. Likelihood inference for NLME models with missing covariates can be computationally very intensive. We propose a computationally much more efficient approximate method for NLME models with nonignorably missing covariates. We illustrate the method using a real data example.

Keywords: EM; algorithm; Linearization; Longitudinal; data; Taylor; expansion (search for similar items in EconPapers)
Date: 2008
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