(1) UMR181, INRA, ENVT, 23, Chemin des Capelles, B.P. 87614, 31076 Toulouse CEDEX 3, France;(2) UMR CNRS 5219, Institut de Mathématiques de Toulouse, Université Paul Sabatier, 118 route de Narbonne, 31062 Toulouse CEDEX 9, France
Abstract:
We propose a new method for the Maximum Likelihood Estimator (MLE) of nonlinear mixed effects models when the variance matrix
of Gaussian random effects has a prescribed pattern of zeros (PPZ). The method consists of coupling the recently developed
Iterative Conditional Fitting (ICF) algorithm with the Expectation Maximization (EM) algorithm. It provides positive definite
estimates for any sample size, and does not rely on any structural assumption concerning the PPZ. It can be easily adapted
to many versions of EM.