Efficient moment calculations for variance components in large unbalanced crossed random effects models

@inproceedings{Stanford2016EfficientMC,
  title={Efficient moment calculations for variance components in large unbalanced crossed random effects models},
  author={Katelyn Gao Stanford},
  year={2016}
}
  • Katelyn Gao Stanford
  • Published 2016
Large crossed data sets, described by generalized linear mixed models, have become increasingly common and provide challenges for statistical analysis. At very large sizes it becomes desirable to have the computational costs of estimation, inference and prediction (both space and time) grow at most linearly with sample size. Both traditional maximum likelihood estimation and numerous Markov chain Monte Carlo Bayesian algorithms take superlinear time in order to obtain good parameter estimates… CONTINUE READING
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