Economics Faculty Database
Arts & Sciences
Duke University

 HOME > Arts & Sciences > Economics > Faculty    Search Help Login pdf version printable version 

Publications [#266659] of A Ronald Gallant

Journal Articles

  1. M Davidian and AR Gallant, The nonlinear mixed effects model with a smooth random effects density, Biometrika, vol. 80 no. 3 (1993), pp. 475-488, ISSN 0006-3444 [doi]
    (last updated on 2016/06/24)

    SUMMARY: The fixed parameters of the nonlinear mixed effects model and the density of the random effects are estimated jointly by maximum likelihood. The density of the random effects is assumed to be smooth but is otherwise unrestricted. The method uses a series expansion that follows from the smoothness assumption to represent the density and quadrature to compute the likelihood. Standard algorithms are used for optimization. Empirical Bayes estimates of random coefficients are obtained by computing posterior modes. The method is applied to data from pharmacokinetics, and properties of the method are investigated by application to simulated data. © 1993 Biometrika Trust.

Duke University * Arts & Sciences * Economics * Faculty * Research * Staff * Master's * Ph.D. * Reload * Login