Approximate methods for maximum likelihood estimation of multivariate nonlinear mixed-effects models

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6 Citations (Scopus)


Multivariate nonlinear mixed-effects models (MNLMM) have received increasing use due to their flexibility for analyzing multi-outcome longitudinal data following possibly nonlinear profiles. This paper presents and compares five different iterative algorithms for maximum likelihood estimation of the MNLMM. These algorithmic schemes include the penalized nonlinear least squares coupled to the multivariate linear mixed-effects (PNLS-MLME) procedure, Laplacian approximation, the pseudo-data expectation conditional maximization (ECM) algorithm, the Monte Carlo EM algorithm and the importance sampling EM algorithm. When fitting the MNLMM, it is rather difficult to exactly evaluate the observed log-likelihood function in a closed-form expression, because it involves complicated multiple integrals. To address this issue, the corresponding approximations of the observed log-likelihood function under the five algorithms are presented. An expected information matrix of parameters is also provided to calculate the standard errors of model parameters. A comparison of computational performances is investigated through simulation and a real data example from an AIDS clinical study.

Original languageEnglish
Pages (from-to)5353-5381
Number of pages29
Issue number8
Publication statusPublished - 2015

All Science Journal Classification (ASJC) codes

  • General Physics and Astronomy


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