Simplified partially observed quasi-information matrix

Thuan Nguyen and Jiming Jiang ()
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Thuan Nguyen: Oregon Health and Science University
Jiming Jiang: University of California, Davis

Computational Statistics, 2023, vol. 38, issue 1, No 9, 189 pages

Abstract: Abstract We propose a simplified version of the partially observed quasi-information matrix (Poquim) method for inference about non-Gaussian linear mixed models and show its computational advantage over the original method. We illustrate the difference, and compare performance of the simplified version with Poquim as well as the normality-based method in simulation studies. An example of real-data analysis is considered.

Keywords: Asymptotic covariance matrix; Fisher information; Non-Gaussian linear mixed model; Quasi-likelihood; REML; Spoquim (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1007/s00180-022-01221-8

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