文章基本信息

标题：Mixed effects in stochastic differential equation models
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作者：Susanne Ditlevsen ; Andrea De,Gaetano
期刊名称：RevStat : Statistical Journal
印刷版ISSN：1645-6726
出版年度：2005
卷号：3
期号：2
页码：137-153
出版社：Instituto Nacional de Estatística
摘要：A class of statistical models is proposed where random e®ects are incorporated into a stochastic di®erential equations model, and an expression for the likelihood function is derived. In general, though, it is not possible to ¯nd an explicit expression for the likelihood function, but in a very simple example it is derived and explicit maximum likelihood estimators are found. The estimators are evaluated in a simulation study, and illustrated on dissolution data of metoprolol tartrate tablets.
关键词：maximum likelihood; pharmacokinetics; population estimates; random e®ects; repeated measurements; stochastic processes.