Profile maximal likelihood estimation for non linear mixed models with longitudinal data

Zaixing Li

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 9, 4449-4463

Abstract: In this article, the profile maximal likelihood estimate (PMLE) is proposed for non linear mixed models (NLMMs) with longitudinal data where the variance components are estimated by the expectation-maximization (EM) algorithm. Strong consistency and the asymptotic normality of the estimators are derived. A simulation study is conducted where the performance of the PLME and the Fishing scoring estimate (FSE) in literatures are compared. Moreover, a real data is also analyzed to investigate the empirical performance of the procedure.

Date: 2017
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DOI: 10.1080/03610926.2015.1085561

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