[R] glmmPQL, log-likelihoods issue

[Andrew Perrin]

Greetings-

a reviewer for a paper of mine noted an anomaly in some models I ran using
glmmPQL (from the MASS package).  Specifically, the models are three-level
hierarchical probit models estimated using PQL under R.  The anomaly is
that the log-likelihoods decrease (or, alternatively -2logLik increases)
as variables are added to the null model. This is unusual, and I'm trying
to figure out how to interpret it.  I've found some indication (e.g., at
http://www.ssicentral.com/hlm/hlm00150.htm) that PQL estimation doesn't
produce meaningful log-likelihoods, but I'm suspicious of that claim. Any
comments or advice would be helpful.

Thanks.

----------------------------------------------------------------------
Andrew J Perrin - http://www.unc.edu/~aperrin
Assistant Professor of Sociology, U of North Carolina, Chapel Hill
clists at perrin.socsci.unc.edu * andrew_perrin (at) unc.edu