Re: [R] structured random effects
Spencer Graves <[EMAIL PROTECTED]> writes: > Have you considered "lme"? For applications like this, I highly > recommend Pinheiro and Bates (2000) Mixed-Effects Models in S and > S-Plus (Springer). I failed to produce anything with "lme" until I > read this book. hope this helps. spencer graves Actually lme is better suited to nested designs than to crossed designs and lme doesn't handle generalized linear mixed models. GLMM from package lme4 does handle generalized linear mixed models but does not handle crossed random effects easily. I'm working on code that will handle nested, crossed and partially crossed random effects but it will be some time before it appears in a finished package > > > David Firth wrote: > > > Are there facilities in R or packages to estimate the parameters of > > a (generalized) linear mixed model like this one: the design is > > crossed, and response $y_{ij}$ relates to fixed and random effects > > through a linear predictor > > > \[ > > \eta_{ij} = \beta x_{ij} + U_i - U_j > > \] > > where $U_1, U_2, \ldots$ are iid $N(0, \tau^2)$. > > > > Any suggestions would be welcomed. > > > > David > > > > Professor David Firth > > Dept of Statistics > > University of Warwick > > Coventry CV4 7AL > > United Kingdom > > > > Voice: +44 (0)247 657 2581 > > Fax: +44 (0)247 652 4532 > > Web: http://www.warwick.ac.uk/go/dfirth > > > > __ > > [EMAIL PROTECTED] mailing list > > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide! > > http://www.R-project.org/posting-guide.html > > > __ > [EMAIL PROTECTED] mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html -- Douglas Bates[EMAIL PROTECTED] Statistics Department608/262-2598 University of Wisconsin - Madisonhttp://www.stat.wisc.edu/~bates/ __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] structured random effects
Thanks to Douglas and Spencer for their helpful replies. I take that as a fairly authoritative "no" to my question! The difficulty in the model I mentioned is not only the crossed design, but the "homologous" factors (ie i and j take the same values), and U_i - U_j with the *same* "U" variable appearing twice with different subscripts in the predictor. Thanks again -- I am happy to know that If I work on this I'm not reinventing what already exists. Best regards, David On Friday, Feb 6, 2004, at 18:28 Europe/London, Douglas Bates wrote: Spencer Graves <[EMAIL PROTECTED]> writes: Have you considered "lme"? For applications like this, I highly recommend Pinheiro and Bates (2000) Mixed-Effects Models in S and S-Plus (Springer). I failed to produce anything with "lme" until I read this book. hope this helps. spencer graves Actually lme is better suited to nested designs than to crossed designs and lme doesn't handle generalized linear mixed models. GLMM from package lme4 does handle generalized linear mixed models but does not handle crossed random effects easily. I'm working on code that will handle nested, crossed and partially crossed random effects but it will be some time before it appears in a finished package David Firth wrote: Are there facilities in R or packages to estimate the parameters of a (generalized) linear mixed model like this one: the design is crossed, and response $y_{ij}$ relates to fixed and random effects through a linear predictor \[ \eta_{ij} = \beta x_{ij} + U_i - U_j \] where $U_1, U_2, \ldots$ are iid $N(0, \tau^2)$. Any suggestions would be welcomed. David Professor David Firth Dept of Statistics University of Warwick Coventry CV4 7AL United Kingdom Voice: +44 (0)247 657 2581 Fax: +44 (0)247 652 4532 Web: http://www.warwick.ac.uk/go/dfirth __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html -- Douglas Bates[EMAIL PROTECTED] Statistics Department608/262-2598 University of Wisconsin - Madison http://www.stat.wisc.edu/~bates/ __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] structured random effects
Have you considered "lme"? For applications like this, I highly recommend Pinheiro and Bates (2000) Mixed-Effects Models in S and S-Plus (Springer). I failed to produce anything with "lme" until I read this book. hope this helps. spencer graves David Firth wrote: Are there facilities in R or packages to estimate the parameters of a (generalized) linear mixed model like this one: the design is crossed, and response $y_{ij}$ relates to fixed and random effects through a linear predictor \[ \eta_{ij} = \beta x_{ij} + U_i - U_j \] where $U_1, U_2, \ldots$ are iid $N(0, \tau^2)$. Any suggestions would be welcomed. David Professor David Firth Dept of Statistics University of Warwick Coventry CV4 7AL United Kingdom Voice: +44 (0)247 657 2581 Fax: +44 (0)247 652 4532 Web: http://www.warwick.ac.uk/go/dfirth __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] structured random effects
Are there facilities in R or packages to estimate the parameters of a (generalized) linear mixed model like this one: the design is crossed, and response $y_{ij}$ relates to fixed and random effects through a linear predictor \[ \eta_{ij} = \beta x_{ij} + U_i - U_j \] where $U_1, U_2, \ldots$ are iid $N(0, \tau^2)$. Any suggestions would be welcomed. David Professor David Firth Dept of Statistics University of Warwick Coventry CV4 7AL United Kingdom Voice: +44 (0)247 657 2581 Fax: +44 (0)247 652 4532 Web: http://www.warwick.ac.uk/go/dfirth __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html