The fixed parameters of the nonlinear mixed effects model and the dens
ity of the random effects are estimated jointly by maximum likelihood.
The density of the random effects is assumed to be smooth but is othe
rwise unrestricted. The method uses a series expansion that follows fr
om the smoothness assumption to represent the density and quadrature t
o compute the likelihood. Standard algorithms are used for optimizatio
n. Empirical Bayes estimates of random coefficients are obtained by co
mputing posterior modes. The method is applied to data. from pharmacok
inetics, and properties of the method are investigated by application
to simulated data.