[R] structured random effects

[David Firth]

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 <spencer.graves at pdf.com> 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
>>>
>>> ______________________________________________
>>> R-help at stat.math.ethz.ch 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-help at stat.math.ethz.ch 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                            bates at stat.wisc.edu
> Statistics Department                    608/262-2598
> University of Wisconsin - Madison        
> http://www.stat.wisc.edu/~bates/