[R-sig-ME] Unable to fit glmer with family=binomial(link=identity)
David Duffy
David.Duffy at qimr.edu.au
Thu Aug 20 05:24:15 CEST 2009
On Thu, 20 Aug 2009, Ken Beath wrote:
> On 20/08/2009, at 1:58 AM, Doran, Harold wrote:
>
>> I may be missing something here, but why are you using an identity link
>> with binomial outcomes? If there is a reason why, you might as well just
>> use lmer since the identity link is for a normal distribution and that is
>> the distributional assumption used for the errors in that function.
>>
>
> There are good reasons, as mentioned it results in relative risks rather than
> odds ratios. It can be made to work for fixed effects models, the main
> problem is that the linear predictor must always remain within 0 and 1 or the
> algorithm fails. For random effects models this is impossible, as the linear
> predictor plus a normally distributed random effect must always include
> points outside this range, so it is sensibly not allowed by the software.
>
> Ken
I do have (fortran) MCMC code for this model -- it rejects proposals
leading to any predicted probabilities falling outside 0-1 at that
iteration. In R, perhaps MCMCglmm could be used. Alternatively, if a
point estimate is sufficient, then it could be produced from the logit
link model fitted values from glmer, or I guess a Poisson model. Finally,
there is some literature suggesting that the Gaussian LMM for binary data
might not be too bad, especially if the probabilities are all >0.05.
2c, David Duffy.
--
| David Duffy (MBBS PhD) ,-_|\
| email: davidD at qimr.edu.au ph: INT+61+7+3362-0217 fax: -0101 / *
| Epidemiology Unit, Queensland Institute of Medical Research \_,-._/
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