Fisher information under Gaussian quadrature models
(2017)
Journal Article
Marques da Silva Júnior, A. H., Einbeck, J., & Craig, P. S. (2018). Fisher information under Gaussian quadrature models. Statistica Neerlandica, 72(2), 74-89. https://doi.org/10.1111/stan.12116
This paper develops formulae to compute the Fisher information matrix for the regression parameters of generalized linear models with Gaussian random effects. The Fisher information matrix relies on the estimation of the response variance under the m... Read More about Fisher information under Gaussian quadrature models.