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Approximations to the Log-Likelihood Function in the Nonlinear Mixed-Effects Model

José C. Pinheiro and Douglas M. Bates
Journal of Computational and Graphical Statistics
Vol. 4, No. 1 (Mar., 1995), pp. 12-35
DOI: 10.2307/1390625
Stable URL: http://www.jstor.org/stable/1390625
Page Count: 24
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Approximations to the Log-Likelihood Function in the Nonlinear Mixed-Effects Model
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Abstract

Nonlinear mixed-effects models have received a great deal of attention in the statistical literature in recent years because of the flexibility they offer in handling the unbalanced repeated-measures data that arise in different areas of investigation, such as pharmacokinetics and economics. Several different methods for estimating the parameters in nonlinear mixed-effects model have been proposed. We concentrate here on two of them--maximum likelihood and restricted maximum likelihood. A rather complex numerical issue for (restricted) maximum likelihood estimation in nonlinear mixed-effects models is the evaluation of the log-likelihood function of the data, because it involves the evaluation of a multiple integral that, in most cases, does not have a closed-form expression. We consider here four different approximations to the log-likelihood, comparing their computational and statistical properties. We conclude that the linear mixed-effects (LME) approximation suggested by Lindstrom and Bates, the Laplacian approximation, and Gaussian quadrature centered at the conditional modes of the random effects are quite accurate and computationally efficient. Gaussian quadrature centered at the expected value of the random effects is quite inaccurate for a smaller number of abscissas and computationally inefficient for a larger number of abscissas. Importance sampling is accurate, but quite inefficient computationally.

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