Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6870341 | Computational Statistics & Data Analysis | 2014 | 9 Pages |
Abstract
An algorithm that computes nonparametric maximum likelihood estimates of a mixing distribution for a logistic regression model containing random intercepts and slopes is proposed. The algorithm identifies mixing distribution support points as the maxima of the gradient function using a direct search method. The mixing proportions are then estimated through a quadratically convergent method. Two methods for computing the joint maximum likelihood estimates of the fixed effects parameters and the mixing distribution are compared. A simulation study demonstrates the performance of the algorithms and an example using National Basketball Association data is provided.
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Mary Lesperance, Rabih Saab, John Neuhaus,