The INI has a new website!

This is a legacy webpage. Please visit the new site to ensure you are seeing up to date information.

Skip to content



Improved conditional approximations of the population Fisher information matrix

Nyberg, J (Uppsala)
Friday 12 August 2011, 11:45-12:30

Seminar Room 1, Newton Institute


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.


[pdf ]


The video for this talk should appear here if JavaScript is enabled.
If it doesn't, something may have gone wrong with our embedded player.
We'll get it fixed as soon as possible.

Back to top ∧