IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v39y2002i2p187-201.html
   My bibliography  Save this article

A simulated pseudo-maximum likelihood estimator for nonlinear mixed models

Author

Listed:
  • Concordet, Didier
  • Nunez, Olivier G.

Abstract

No abstract is available for this item.

Suggested Citation

  • Concordet, Didier & Nunez, Olivier G., 2002. "A simulated pseudo-maximum likelihood estimator for nonlinear mixed models," Computational Statistics & Data Analysis, Elsevier, vol. 39(2), pages 187-201, April.
  • Handle: RePEc:eee:csdana:v:39:y:2002:i:2:p:187-201
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(01)00052-4
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Christian Gouriéroux & Alain Monfort, 1991. "Simulation Based Inference in Models with Heterogeneity," Annals of Economics and Statistics, GENES, issue 20-21, pages 69-107.
    2. Ramos, Rogelio Q. & Pantula, Sastry G., 1995. "Estimation of nonlinear random coefficient models," Statistics & Probability Letters, Elsevier, vol. 24(1), pages 49-56, July.
    3. repec:adr:anecst:y:1991:i:20-21:p:04 is not listed on IDEAS
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ollivier Hyrien & Margot Mayer-Pröschel & Mark Noble & Andrei Yakovlev, 2005. "A Stochastic Model to Analyze Clonal Data on Multi-Type Cell Populations," Biometrics, The International Biometric Society, vol. 61(1), pages 199-207, March.
    2. Abrahantes, Jose Cortinas & Molenberghs, Geert & Burzykowski, Tomasz & Shkedy, Ziv & Abad, Ariel Alonso & Renard, Didier, 2004. "Choice of units of analysis and modeling strategies in multilevel hierarchical models," Computational Statistics & Data Analysis, Elsevier, vol. 47(3), pages 537-563, October.
    3. Kuhn, E. & Lavielle, M., 2005. "Maximum likelihood estimation in nonlinear mixed effects models," Computational Statistics & Data Analysis, Elsevier, vol. 49(4), pages 1020-1038, June.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Núñez, Olivier, 1998. "Asymptotic properties for a simulated pseudo maximum likelihood estimator," DES - Working Papers. Statistics and Econometrics. WS 6266, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. Bolduc, Denis & Kaci, Mustapha, 1993. "Estimation des modèles probit polytomiques : un survol des techniques," L'Actualité Economique, Société Canadienne de Science Economique, vol. 69(3), pages 161-191, septembre.
    3. Arthur Van Soest & Hana Vonkova, 2014. "How Sensitive Are Retirement Decisions To Financial Incentives? A Stated Preference Analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(2), pages 246-264, March.
    4. Thiel, Hendrik & Thomsen, Stephan L., 2013. "Noncognitive skills in economics: Models, measurement, and empirical evidence," Research in Economics, Elsevier, vol. 67(2), pages 189-214.
    5. Erik Meijer & Jan Rouwendal, 2006. "Measuring welfare effects in models with random coefficients," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(2), pages 227-244, March.
    6. Mauricio Sarrias, 2020. "Random Parameters and Spatial Heterogeneity using Rchoice in R," REGION, European Regional Science Association, vol. 7, pages 1-19.
    7. Emmanuel Duguet & Claire Lelarge, 2012. "Does Patenting Increase the Private Incentives to Innovate? A Microeconometric Analysis," Annals of Economics and Statistics, GENES, issue 107-108, pages 201-238.
    8. Daniel Ackerberg, 2009. "A new use of importance sampling to reduce computational burden in simulation estimation," Quantitative Marketing and Economics (QME), Springer, vol. 7(4), pages 343-376, December.
    9. Blazsek, Szabolcs & Escribano, Álvaro, 2012. "Patents, secret innovations and firm's rate of return : differential effects of the innovation leader," UC3M Working papers. Economics we1202, Universidad Carlos III de Madrid. Departamento de Economía.
    10. Tobias Müller & Stefan Boes, 2020. "Disability insurance benefits and labor supply decisions: evidence from a discontinuity in benefit awards," Empirical Economics, Springer, vol. 58(5), pages 2513-2544, May.
    11. Calzolari, Giorgio, 1992. "Stima delle equazioni simultanee non-lineari: una rassegna [Estimation of nonlinear simultaneous equations: a survey]," MPRA Paper 24123, University Library of Munich, Germany, revised 1992.
    12. Calzolari, Giorgio & Magazzini, Laura & Mealli, Fabrizia, 2001. "Simulation-based estimation of Tobit model with random effects," MPRA Paper 22985, University Library of Munich, Germany, revised 2001.
    13. João Nicolau, 2002. "A new technique for simulating the likelihood of stochastic differential equations," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 91-103, June.
    14. Heinz König & Michael Lechner, 1994. "Some Recent Developments in Microeconometrics - A Survey," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 130(III), pages 299-331, September.
    15. Ge, Zhiyu & J. Bickel, Peter & A. Rice, John, 2004. "An approximate likelihood approach to nonlinear mixed effects models via spline approximation," Computational Statistics & Data Analysis, Elsevier, vol. 46(4), pages 747-776, July.
    16. Christine Amsler & Artem Prokhorov & Peter Schmidt, 2014. "Using Copulas to Model Time Dependence in Stochastic Frontier Models," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 497-522, August.
    17. Jörgen Hellström, 2006. "A bivariate count data model for household tourism demand," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(2), pages 213-226, March.
    18. repec:hal:journl:peer-00732533 is not listed on IDEAS
    19. Tadao Hoshino, 2011. "Estimation and Analysis of Preference Heterogeneity in Residential Choice Behaviour," Urban Studies, Urban Studies Journal Limited, vol. 48(2), pages 363-382, February.
    20. Didier Concordet & Olivier G. Nunez, 2000. "Calibration for Nonlinear Mixed Effects Models: An Application to the Withdrawal Time Prediction," Biometrics, The International Biometric Society, vol. 56(4), pages 1040-1046, December.
    21. Müller, Tobias & Boes, Stefan, 2016. "Disability Insurance Benefits and Labor Supply Choices: Evidence from a Discontinuity in Benefit Awards," MPRA Paper 70957, University Library of Munich, Germany.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:39:y:2002:i:2:p:187-201. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.