Streamlined variance calculations for semiparametric mixed models

Publisher:
John Wiley & Sons Ltd.
Publication Type:
Journal Article
Citation:
Statistics in Medicine, 2008, 27 (3), pp. 435 - 448
Issue Date:
2008-01
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Semiparametric mixed model analysis benefits from variability estimates such as standard errors of effect estimates and variability bars to accompany curve estimates. We show how the underlying variance calculations can be done extremely efficiently compared with the direct naïve approach. These streamlined calculations are linear in the number of subjects, representing a two orders of magnitude improvement.
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