[R] Poisson Lognormal

Charles C. Berry cberry at tajo.ucsd.edu
Fri Mar 26 18:38:31 CET 2010

On Fri, 26 Mar 2010, Robert Ruser wrote:

> Hi R Users,
> I'm going to estimate via. ML the parameters in Poisson Lognormal
> model. The model is:
> x | lambda ~ Poisson(lambda)
> lambda ~ Lognormal(a,b)
> Unfortunately, I haven't found a useful package allowing for such
> estimation.

So this is the generalized linear model with a poisson family, log link, 
and a Gaussian random effect in the linear predictor.

Take a look at lme4, MASS (glmmPQL), and try searching CRAN packages for 
'glm' and 'GLM' (there are a bunch and several promise to handle random 
effects, but YMMV).



I tried to use "poilog" package, but there is no equations
> and it's hard to understand what exactly this package really does.
> Using it I get the incorrect estimators.
> I thing that I could use any package that allows to estimate
> generalized linear mixed model, because above models is equivalent to:
> x | exp(lambda) ~ Poisson (exp(lambda))
> exp(lambda) ~ Normal(c,d)
> Does it exist any package that can estimate it? May be you know a
> package that do Gauss-Hermite quadrature for estimation or simply do
> estimation for the first model?
> Robert
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Charles C. Berry                            (858) 534-2098
                                             Dept of Family/Preventive Medicine
E mailto:cberry at tajo.ucsd.edu	            UC San Diego
http://famprevmed.ucsd.edu/faculty/cberry/  La Jolla, San Diego 92093-0901

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