4.5 Article

Efficient hybrid EM for linear and nonlinear mixed effects models with censored response

期刊

COMPUTATIONAL STATISTICS & DATA ANALYSIS
卷 51, 期 12, 页码 5718-5730

出版社

ELSEVIER SCIENCE BV
DOI: 10.1016/j.csda.2006.09.036

关键词

Monte Carlo EM; HIV-1 viral dynamics; quantification limit; LME; NLME; likelihood estimation

资金

  1. NIAID NIH HHS [R37 AI051164, U01 AI043638-08, U01 AI043638, U01 AI038855-07, R01 AI028076-10, U01 AI038855, R01 AI028076, U01 AI043638-09, R01 AI051951, R01 AI051164-06, U01 AI038855-06, U01 AI038855-05, R01 AI028076-09A2, R01 AI051951-03, R01 AI051164] Funding Source: Medline

向作者/读者索取更多资源

Medical laboratory data are often censored, due to limitations of the measuring technology. For pharmacokinetics measurements and dilution-based assays, for example, there is a lower quantification limit, which depends on the type of assay used. The concentration of HIV particles in the plasma is subject to both lower and upper quantification limit. Linear and nonlinear mixed effects models, which are often used in these types of medical applications, need to be able to deal with such data issues. In this paper we discuss a hybrid Monte Carlo and numerical integration EM algorithm for computing the maximum likelihood estimates for linear and non-linear mixed models with censored data. Our implementation uses an efficient block-sampling scheme, automated monitoring of convergence, and dimension reduction based on the QR decomposition. For clusters with up to two censored observations numerical integration is used instead of Monte Carlo simulation. These improvements lead to a several-fold reduction in computation time. We illustrate the algorithm using data from an HIV/AIDS trial. The Monte Carlo EM is evaluated and compared with existing methods via a simulation study. (C) 2006 Elsevier B.V. All rights reserved.

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