Improved conditional approximations of the population Fisher information matrix
- đ¤ Speaker: Nyberg, J (Uppsala)
- đ Date & Time: Friday 12 August 2011, 11:45 - 12:30
- đ Venue: Seminar Room 1, Newton Institute
Abstract
We present an extended approximation of the Fisher Information Matrix (FIM) for nonlinear mixed effects models based on a first order conditional (FOCE) approximation of the population likelihood. Unlike previous FOCE based FIM , we use the empirical Bayes estimates to derive the FIM . In several examples, compared to the old FOCE based FIM , the improved FIM predicts parameter uncertainty much closer to simulation based empirical parameter uncertainty. Furthermore, this approach seems more robust against other approximations of the FIM , i.e. (Full/Reduced FIM ). Finally, the new FOCE derived FIM is slightly closer to the simulated empirical precision than the FO based FIM .
Series This talk is part of the Isaac Newton Institute Seminar Series series.
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Friday 12 August 2011, 11:45-12:30