[R-sig-ME] lmer vs glmmPQL

Fabian Scheipl Fabian.Scheipl at stat.uni-muenchen.de
Mon Jun 29 10:05:01 CEST 2009

On Fri, Jun 26, 2009 at 8:21 PM, Ben Bolker <bolker at ufl.edu> wrote:
>  * Are you working in a different regime from previous studies
> (smaller data sets, or some other point)?

I don't think so. The smallest setting has 10 groups with 5 obs. each,
the largest 500 groups with 20 obs. each, and the results indicate
that this is about the range in which interesting changes in mse/bias
happen for this (very simple) setting.

>  * Does considering RMSE rather than bias give a qualitatively
> different conclusion (i.e., PQL is biased but has lower variance)?

Yes, that's what I tried to display in the graphics -  for the
estimates of the random intercept sd and for data with m=10 or m=50
groups, PQL and LA/AGQ have about the same amount of bias but rmse is
(much) smaller for PQL.

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