[R] glmm with negative binomial
Prof Brian Ripley
ripley at stats.ox.ac.uk
Wed Feb 16 18:48:49 CET 2005
On Wed, 16 Feb 2005, Brian Aukema wrote:
> At present, can generalized linear mixed models with negative binomial
> distribution and estimating the shape parameter be fit using R? I am aware
> of glm.nb but am wondering about incorporation of mixed effects.
I am not aware of anyone who knows how to do that reasonably robustly.
If the model were simple enough you might be able to do numerical
integration well enough to get a likelihood to maximize, but we usually
have enough trouble with a Poisson model (and our experiments seem to show
that other people's software has much more trouble).
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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