Bayesian Nonlinear Mixed Effects Models and Their Applications
Linear mixed effects models have some limitations to model longitudinal data with nonlinear relationship.The paper extends the linear mixed effects models,and based on the nonlinear relationship of variables and the distribution of dependent variable,different nonlinear mixed-effects regression models are established.Using a set of insurance loss data,the paper establishes polynomial mixed effects models, truncated polynomial mixed effects models and B-spline mixed effects models.The result shows that the nonlinear moixed effects models can significantly improve the prediction of the insurance loss.Models established in this paper extends the application of mixed-effects model,and has important value for non-life insurance ratemaking.
NETL
NSTL
万方数据
维普
