[ADMB Users] citation for empirical Bayes variance computation
otter at otter-rsch.com
Wed May 12 05:59:29 PDT 2010
I checked the paper.
Hobert JP, Booth JG. Standard Errors of Prediction in Generalized Linear
Mixed Models. *Journal of the American Statistical Association*.
That is an amazing amount of stuff written on this. I thought the idea
was trivially obvious once the machinery for getting the higher order
derivatives via AD has been done.
Of course they just look at the simple glmm
case and I think one tends to get bogged down in the details of
the calculations for these simple examples.
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