Georgescu, Vera; Desassis, Nicolas; Soubeyrand, Samuel; Kretzschmar, André; Senoussi, Rachid An automated MCEM algorithm for hierarchical models with multivariate and multitype response variables. (English) Zbl 1302.62072 Commun. Stat., Theory Methods 43, No. 17, 3698-3719 (2014). Summary: In this article, we consider a model allowing the analysis of multivariate data, which can contain data attributes of different types (e.g., continuous, discrete, binary). This model is a two-level hierarchical model which supports a wide range of correlation structures and can accommodate overdispersed data. Maximum likelihood estimation of the model parameters is achieved with an automated Monte Carlo expectation maximization algorithm. Our method is tested in a simulation study in the bivariate case and applied to a data set dealing with beehive activity. MSC: 62F99 Parametric inference 62H12 Estimation in multivariate analysis 62L12 Sequential estimation Keywords:continuous data; count data; mixed mode data; Monte Carlo EM; overdispersion; Poisson-log-normal distribution PDFBibTeX XMLCite \textit{V. Georgescu} et al., Commun. Stat., Theory Methods 43, No. 17, 3698--3719 (2014; Zbl 1302.62072) Full Text: DOI Link References: [1] DOI: 10.1093/biomet/76.4.643 · Zbl 0679.62040 · doi:10.1093/biomet/76.4.643 [2] DOI: 10.1080/01621459.1998.10474107 · doi:10.1080/01621459.1998.10474107 [3] DOI: 10.1111/1467-9868.00176 · Zbl 0917.62058 · doi:10.1111/1467-9868.00176 [4] DOI: 10.1080/01621459.1993.10594284 · doi:10.1080/01621459.1993.10594284 [5] DOI: 10.1111/j.1541-0420.2010.01415.x · Zbl 1216.62035 · doi:10.1111/j.1541-0420.2010.01415.x [6] Dempster A.P., J. Roy. Stat. Soc. B 39 pp 1– (1977) [7] Evans M., Comp. Sci. Stat. 27 pp 456– (1996) [8] DOI: 10.1198/016214502760047131 · Zbl 1073.62545 · doi:10.1198/016214502760047131 [9] DOI: 10.1002/sim.3404 · doi:10.1002/sim.3404 [10] McCulloch C.E., General, linear and mixed models (2001) · Zbl 0964.62061 [11] DOI: 10.1002/9780470191613 · Zbl 1165.62019 · doi:10.1002/9780470191613 [12] DOI: 10.1007/978-1-4684-0510-1 · doi:10.1007/978-1-4684-0510-1 [13] Tunaru R., Austrian J. Stat. 31 pp 221– (2002) [14] DOI: 10.1016/j.mcm.2007.02.003 · Zbl 05241250 · doi:10.1016/j.mcm.2007.02.003 [15] DOI: 10.1080/01621459.1990.10474930 · doi:10.1080/01621459.1990.10474930 This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.