- 몬테카를로법을 이용한 비선형 확률계수모형의 추정
- Estimation Using Monte Carlo Methods in Nonlinear Random Coefficient Models
- ㆍ 저자명
- 김성연
- ㆍ 간행물명
- 한국시뮬레이션학회논문지
- ㆍ 권/호정보
- 2001년|10권 3호|pp.31-46 (16 pages)
- ㆍ 발행정보
- 한국시뮬레이션학회
- ㆍ 파일정보
- 정기간행물| PDF텍스트
- ㆍ 주제분야
- 기타
Repeated measurements on units under different conditions are common in biological and biomedical studies. In a number of growth and pharmacokinetic studies, the relationship between the response and the covariates is assumed to be nonlinear in some unknown parameters and the form remains the same for all units. Nonlinear random coefficient models are used to analyze such repeated measurement data. Extended least squares methods are proposed in the literature for estimating the parameters of the model. However, neither objective function has closed form expression in practice. This paper proposes Monte Carlo methods to estimate the objective functions and the corresponding estimators. A simulation study that compare various methods is included.