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- W2997729263 abstract "Adaptive Gauss-Hermite quadrature is used for the computation of the log-likelihood function for generalized linear mixed models. The basic first step in this method is to multiply and divide the integrand of interest by a carefully chosen probability density function. The same first step is used for the computation of this log-likelihood function using simulations that employ importance sampling. We compare these two methods by considering in detail a single cluster from a well-known teratology data set that is modelled using a logistic regression with random intercept. We show that while importance sampling fails for this computation, adaptive Gauss-Hermite quadrature does not. We derive a new upper bound on the error of approximation of adaptive Gauss-Hermite quadrature. Using this new upper bound, we show that the feature of this problem that makes importance sampling fail is useful in disclosing why adaptive Gauss-Hermite quadrature succeeds." @default.
- W2997729263 created "2020-01-10" @default.
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- W2997729263 date "2019-01-01" @default.
- W2997729263 modified "2023-09-26" @default.
- W2997729263 title "On Adaptive Gauss-Hermite Quadrature for Estimation in GLMM’s" @default.
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- W2997729263 doi "https://doi.org/10.1007/978-981-15-1960-4_9" @default.
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