Computational approaches for maximum likelihood estimation for nonlinearmixed models.

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Title: Computational approaches for maximum likelihood estimation for nonlinearmixed models.
Author: Hartford, Alan Hughes
Advisors: Marie Davidian, Co-Chair
John Monahan, Co-Chair
Pierre Gremaud, Member
Sastry Pantula, Member
Carla Savage, Member
Abstract: The nonlinear mixed model is an important tool for analyzingpharmacokinetic and other repeated-measures data.In particular, these models are used when the measured response for anindividual,,has a nonlinear relationship with unknown, random, individual-specificparameters,.Ideally, the method of maximum likelihood is used to find estimates forthe parameters ofthe model after integrating out the random effects in the conditionallikelihood. However, closed form solutions tothe integral are generally not available. As a result, methods have beenpreviously developed to find approximatemaximum likelihood estimates for the parameters in the nonlinear mixedmodel. These approximate methods include FirstOrder linearization, Laplace's approximation, importance sampling, andGaussian quadrature. The methods are availabletoday in several software packages for models of limited sophistication;constant conditional error variance is requiredfor proper utilization of most software. In addition, distributionalassumptions are needed. This work investigates howrobust two of these methods, First Order linearization and Laplace'sapproximation, are to these assumptions. The findingis that Laplace's approximation performs well, resulting in betterestimation than first order linearization when bothmodels converge to a solution. A method must provide good estimates of the likelihood at points inthe parameter space near the solution. This workcompares this ability among the numerical integration techniques,Gaussian quadrature, importance sampling, and Laplace'sapproximation. A new "scaled" and "centered" version of Gaussianquadrature is found to be the most accurate technique.In addition, the technique requires evaluation of the integrand at onlya few abscissas. Laplace's method also performs well; it is more accurate than importance sampling with even 100importance samples over two dimensions. Even so, Laplace's method still does not perform as well as Gaussian quadrature.Overall, Laplace's approximation performs better than expected, and is shown to be a reliable method while stillcomputationally less demanding. This work also introduces a new method to maximize the likelihood.This method can be sharpened to any desired levelof accuracy. Stochastic approximation is incorporated to continuesampling until enough information is gathered to resultin accurate estimation. This new method is shown to work well for linear mixed models, but is not yet successful for thenonlinear mixed model.
Date: 2000-07-19
Degree: PhD
Discipline: Statistics

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