A Two-Stage Estimation Method for Random Coefficient Differential Equation Models with Application to Longitudinal HIV Dynamic Data.
A Two-Stage Estimation Method for Random Coefficient Differential Equation Models with Application to Longitudinal HIV Dynamic Data.
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DOI：
10.5705/ss.2009.156
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发表时间：
2011-07
影响因子：
1.4
通讯作者：
Zhu LX
中科院分区：
文献类型：
--
作者：
Fang Y;Wu H;Zhu LX
We propose a two-stage estimation method for random coefficient ordinary differential equation (ODE) models. A maximum pseudo-likelihood estimator (MPLE) is derived based on a mixed-effects modeling approach and its asymptotic properties for population parameters are established. The proposed method does not require repeatedly solving ODEs, and is computationally efficient although it does pay a price with the loss of some estimation efficiency. However, the method does offer an alternative approach when the exact likelihood approach fails due to model complexity and high-dimensional parameter space, and it can also serve as a method to obtain the starting estimates for more accurate estimation methods. In addition, the proposed method does not need to specify the initial values of state variables and preserves all the advantages of the mixed-effects modeling approach. The finite sample properties of the proposed estimator are studied via Monte Carlo simulations and the methodology is also illustrated with application to an AIDS clinical data set.
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影响因子：
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作者：
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通讯作者：
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影响因子：
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DOI：
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发表时间：
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作者：
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