Hi Brendan,
according to
@Book{pinheiro.bates:00,
author = {J. Pinheiro and D. Bates},
title = {Mixed-Effects Models in S and S-PLUS},
year = {2000},
address = {New York},
publisher = {Springer-Verlag}
}
Section 2.2.8, the optimization procedure for lme (so I suspect also
for gls) is a hybrid algorithm which starts as EM for 25 iterations
and then switches to Newton-Raphson.
Best,
Dimitris
----
Dimitris Rizopoulos
Doctoral Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven
Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/16/396887
Fax: +32/16/337015
Web: http://www.med.kuleuven.ac.be/biostat/
http://www.student.kuleuven.ac.be/~m0390867/dimitris.htm
----- Original Message -----
From: "Brendan A. Klick" <[EMAIL PROTECTED]>
To: <[EMAIL PROTECTED]>
Sent: Thursday, August 26, 2004 7:08 PM
Subject: [R] gls: Newton-Raphson or EM?
> Hello,
>
> Does anyone know whether the gls function in the nlme library uses
the Newton-Raphson or EM algorithm to find the restricted
log-likelihood or maximum log-likelihood estimates?
>
> Brendan Klick
> [EMAIL PROTECTED]
>
> [[alternative HTML version deleted]]
>
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