THE NONLINEAR MIXED EFFECTS MODEL WITH A SMOOTH RANDOM EFFECTS DENSITY

Citation
M. Davidian et Ar. Gallant, THE NONLINEAR MIXED EFFECTS MODEL WITH A SMOOTH RANDOM EFFECTS DENSITY, Biometrika, 80(3), 1993, pp. 475-488
Citations number
31
Categorie Soggetti
Mathematical Methods, Biology & Medicine","Statistic & Probability
Journal title
ISSN journal
00063444
Volume
80
Issue
3
Year of publication
1993
Pages
475 - 488
Database
ISI
SICI code
0006-3444(1993)80:3<475:TNMEMW>2.0.ZU;2-5
Abstract
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.