[R] structured random effects

Spencer Graves spencer.graves at pdf.com
Fri Feb 6 17:28:38 CET 2004


      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
>
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