[R] GLMM(..., family=binomial(link="cloglog"))?
Spencer Graves
spencer.graves at pdf.com
Tue Jun 8 17:15:41 CEST 2004
Hi, Peter:
Thanks. The help page on GLMM in lme4 0.6-1 2004/05/31 mentions
GLMM(formula, family, data, random, ...) with additional arguments
subset, method, na.action, control, and "model, x logicals". I may try
reading the source code.
On the other hand, my need is sufficiently specialized that I may
just program the log(likelihood) for that specific model. Then I can
make contour and perspective plots of the log(likelihood) surface to
examine thereby the adequacy of Wald's approximation for different
parameterizations, as well as feed it to "optim" for estimation. [My
application requires binomial(link="cloglog") not "logit"; I used
"logit" in the simulation below, because it is more commonly known and
understood.]
Best Wishes,
Spencer Graves
Peter Dalgaard wrote:
>Spencer Graves <spencer.graves at pdf.com> writes:
>
>
>
>>Data: DF
>> log-likelihood: -55.8861
>>Random effects:
>> Groups Name Variance Std.Dev.
>> smpl (Intercept) 1.7500e-12 1.3229e-06
>>
>>Estimated scale (compare to 1) 3.280753
>>
>>Fixed effects:
>> Estimate Std. Error z value Pr(>|z|)
>>(Intercept) 0.148271 0.063419 2.3379 0.01939
>>
>>Number of Observations: 10
>>Number of Groups: 10
>>
>>
>
>The only information you have about sigma is in the overdispersion
>of y, so you probably cannot both have a scale parameter and a random
>effect of sample in there. Doug did say something about fixing the
>scale in GLMM, but I forget whether he had implemented it or planned
>to...
>
>
>
More information about the R-help
mailing list