glmmPQL {MASS} | R Documentation |
Fit Generalized Linear Mixed Models via PQL
Description
Fit a GLMM model with multivariate normal random effects, using Penalized Quasi-Likelihood.
Usage
glmmPQL(fixed, random, family, data, correlation, weights,
control, niter = 10, verbose = TRUE, ...)
Arguments
fixed |
a two-sided linear formula giving fixed-effects part of the model. |
random |
a formula or list of formulae describing the random effects. |
family |
a GLM family. |
data |
an optional data frame, list or environment used as the first place to find
variables in the formulae, |
correlation |
an optional correlation structure. |
weights |
optional case weights as in |
control |
an optional argument to be passed to |
niter |
maximum number of iterations. |
verbose |
logical: print out record of iterations? |
... |
Further arguments for |
Details
glmmPQL
works by repeated calls to lme
, so
namespace nlme will be loaded at first use. (Before 2015 it
used to attach nlme
but nowadays only loads the namespace.)
Unlike lme
, offset
terms are allowed in
fixed
– this is done by pre- and post-processing the calls to
lme
.
Note that the returned object inherits from class "lme"
and
that most generics will use the method for that class. As from
version 3.1-158, the fitted values have any offset included, as do
the results of calling predict
.
Value
A object of class c("glmmPQL", "lme")
: see lmeObject
.
References
Schall, R. (1991) Estimation in generalized linear models with random effects. Biometrika 78, 719–727.
Breslow, N. E. and Clayton, D. G. (1993) Approximate inference in generalized linear mixed models. Journal of the American Statistical Association 88, 9–25.
Wolfinger, R. and O'Connell, M. (1993) Generalized linear mixed models: a pseudo-likelihood approach. Journal of Statistical Computation and Simulation 48, 233–243.
Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.
See Also
Examples
summary(glmmPQL(y ~ trt + I(week > 2), random = ~ 1 | ID,
family = binomial, data = bacteria))
## an example of an offset: the coefficient of 'week' changes by one.
summary(glmmPQL(y ~ trt + week, random = ~ 1 | ID,
family = binomial, data = bacteria))
summary(glmmPQL(y ~ trt + week + offset(week), random = ~ 1 | ID,
family = binomial, data = bacteria))