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標題: 具多變量t分佈與AR(p)相依的線性混合效應模型之長期資料分析
Longitudinal Data Analysis Using Multivariate t Linear Mixed Models With AR(p) Dependence
作者: 藍啟文
Lan, Chi-Wen
關鍵字: conditional prediction;條件預測;hybrid algorithm;outliers;random effects;reparameterization;混合演算法;離群值;隨機效應;重新參數化
出版社: 應用數學系所
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對於參數最大概似估計值之計算方法, 我們發展一種用ECME演算法尋求較佳起始值之混合 ECME-scoring

The t linear mixed model with AR(p) dependence is proposed for
longitudinal studies when data contain both thick tails and serial
correlations. For computational purposes, we implement a hybrid
maximization approach starting with a few ECME steps and finishing
with scoring steps to enhance the convergence speed. Empirical
Bayes estimation of random effects and prediction of future values
for the proposed model are also considered. The methodology is
applied to a real example for an experiment of tumor growth on
twenty-two mice. Numerical comparisons indicate that the proposed
model outperforms the normal model from both inferential and
predictive perspectives.
其他識別: U0005-0908200715403400
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