Date:         Wed, 14 Jul 2010 13:47:48 -0400
Reply-To:     oloolo <dynamicpanel@YAHOO.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         oloolo <dynamicpanel@YAHOO.COM>
Subject:      Re: Adaptive Importance Sampling in NLMIXED
Comments: To: Ryan Black <ryan.andrew.black@GMAIL.COM>

same thinking here, much like the MC Method of Moments was invented for.
but I usually will tweak the model rather than optimizing techniques

On Wed, 14 Jul 2010 07:35:12 -0400, Ryan Black
<ryan.andrew.black@GMAIL.COM> wrote:

>Hi,
>
>NLMIXED offers various estimation methods (e.g., adaptive quadrature,
>adaptive importance sampling). Which nonlinear mixed modeling
>scenario(s) might the use of adaptive importance sampling be
>preferable to the use of adaptive quadrature? I'm thinking of a large
>nested random effects model where it becomes computationally
>infeasible to employ the adaptive quadrature method. One could, I
>suppose, force the number of quadrature points to be considerably
>small (e.g. 1) in such a scenario. But would that be preferable to an
>adaptive importance sampling method? Any other examples where adaptive
>importance sampling would be the method of choice? General thoughts on
>this topic are welcome.
>
>Thanks,
>
>Ryan