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Pairwise likelihood inference in spatial generalized linear mixed models

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  • Varin, Cristiano
  • Host, Gudmund
  • Skare, Oivind

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  • Varin, Cristiano & Host, Gudmund & Skare, Oivind, 2005. "Pairwise likelihood inference in spatial generalized linear mixed models," Computational Statistics & Data Analysis, Elsevier, vol. 49(4), pages 1173-1191, June.
  • Handle: RePEc:eee:csdana:v:49:y:2005:i:4:p:1173-1191
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    References listed on IDEAS

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    1. Robin Henderson, 2003. "A serially correlated gamma frailty model for longitudinal count data," Biometrika, Biometrika Trust, vol. 90(2), pages 355-366, June.
    2. Kuk, Anthony Y. C. & Nott, David J., 2000. "A pairwise likelihood approach to analyzing correlated binary data," Statistics & Probability Letters, Elsevier, vol. 47(4), pages 329-335, May.
    3. Zhang, Hao, 2004. "Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 250-261, January.
    4. J. G. Booth & J. P. Hobert, 1999. "Maximizing generalized linear mixed model likelihoods with an automated Monte Carlo EM algorithm," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(1), pages 265-285.
    5. E. T. Parner, 2001. "A Composite Likelihood Approach to Multivariate Survival Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 28(2), pages 295-302, June.
    6. Renard, Didier & Molenberghs, Geert & Geys, Helena, 2004. "A pairwise likelihood approach to estimation in multilevel probit models," Computational Statistics & Data Analysis, Elsevier, vol. 44(4), pages 649-667, January.
    7. D. R. Cox, 2004. "A note on pseudolikelihood constructed from marginal densities," Biometrika, Biometrika Trust, vol. 91(3), pages 729-737, September.
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    Cited by:

    1. Liu, Haibin & Davidson, Rachel A. & Apanasovich, Tatiyana V., 2008. "Spatial generalized linear mixed models of electric power outages due to hurricanes and ice storms," Reliability Engineering and System Safety, Elsevier, vol. 93(6), pages 897-912.
    2. Joe, Harry & Lee, Youngjo, 2009. "On weighting of bivariate margins in pairwise likelihood," Journal of Multivariate Analysis, Elsevier, vol. 100(4), pages 670-685, April.
    3. Bhat, Chandra R. & Sener, Ipek N. & Eluru, Naveen, 2010. "A flexible spatially dependent discrete choice model: Formulation and application to teenagers' weekday recreational activity participation," Transportation Research Part B: Methodological, Elsevier, vol. 44(8-9), pages 903-921, September.
    4. Tatiyana V. Apanasovich & David Ruppert & Joanne R. Lupton & Natasa Popovic & Nancy D. Turner & Robert S. Chapkin & Raymond J. Carroll, 2008. "Aberrant Crypt Foci and Semiparametric Modeling of Correlated Binary Data," Biometrics, The International Biometric Society, vol. 64(2), pages 490-500, June.
    5. Paik, Jane & Ying, Zhiliang, 2012. "A composite likelihood approach for spatially correlated survival data," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 209-216, January.
    6. Chong-Zhi Di & Karen Bandeen-Roche, 2011. "Multilevel Latent Class Models with Dirichlet Mixing Distribution," Biometrics, The International Biometric Society, vol. 67(1), pages 86-96, March.
    7. Eidsvik, Jo & Finley, Andrew O. & Banerjee, Sudipto & Rue, Håvard, 2012. "Approximate Bayesian inference for large spatial datasets using predictive process models," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1362-1380.
    8. Peters, M. & Ketter, W., 2013. "Towards autonomous decision-making: A probabilistic model for learning multi-user preferences," ERIM Report Series Research in Management ERS-2013-007-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    9. Kenne Pagui, E.C. & Salvan, A. & Sartori, N., 2015. "On full efficiency of the maximum composite likelihood estimator," Statistics & Probability Letters, Elsevier, vol. 97(C), pages 120-124.
    10. Hosseini, Fatemeh & Eidsvik, Jo & Mohammadzadeh, Mohsen, 2011. "Approximate Bayesian inference in spatial GLMM with skew normal latent variables," Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1791-1806, April.
    11. Cristiano Varin, 2008. "On composite marginal likelihoods," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 92(1), pages 1-28, February.
    12. Myrsini Katsikatsou & Irini Moustaki, 2016. "Pairwise Likelihood Ratio Tests and Model Selection Criteria for Structural Equation Models with Ordinal Variables," Psychometrika, Springer;The Psychometric Society, vol. 81(4), pages 1046-1068, December.
    13. Victor De Oliveira, 2013. "Poisson Kriging," Working Papers 0183mss, College of Business, University of Texas at San Antonio.
    14. Papageorgiou, Ioulia & Moustaki, Irini, 2018. "Sampling of pairs in pairwise likelihood estimation for latent variable models with categorical observed variables," LSE Research Online Documents on Economics 87592, London School of Economics and Political Science, LSE Library.
    15. Baghishani, Hossein & Mohammadzadeh, Mohsen, 2011. "A data cloning algorithm for computing maximum likelihood estimates in spatial generalized linear mixed models," Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1748-1759, April.
    16. Richard A. Davis & Claudia Klüppelberg & Christina Steinkohl, 2013. "Statistical inference for max-stable processes in space and time," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(5), pages 791-819, November.

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