[R-sig-ME] John Nelder and Nelder-Lee HGLMs

[Rune Haubo]

The most recent discussion of the h-likelihood framework that I have
seen was in Statistical Science, 2009, vol. 24, no.3: Inference for
Models with Unobservables: Another view by Lee and Nelder. I found the
following discussion very interesting --- in particular the
contribution by Xiao-Li Meng, which touches upon the, in some
respects, shaky theoretical foundation of the h-likelihood framework.
In addition one gets humorous references to the De Vinci Code.

Best,
Rune

On 1 November 2010 04:27, Murray Jorgensen <maj at waikato.ac.nz> wrote:
> Thanks to those who responded to me both publicly and privately.
>
> It seems that the package hglm answers my last question and Section 10 of
> its vignette is one answer to my first question.
>
> I would still be interested in pointers to more discussion of these matters.
>
> Cheers,  Murray
>
> On 1/11/2010 12:34 p.m., Murray Jorgensen wrote:
> [...]
>>
>> I wonder if members of this list can point me to discussions, critical
>> or supportive, of Lee and Nelder's models and methods. Of course I am
>> aware of the discussion of their JRSS paper so you needn't remind me of
>> that.
>>
>> Also, is anyone aware if someone is planning to implement HGLMs, by any
>> estimation method, in R?
>>
>> Best wishes, Murray
>>
>>
>
> --
> Dr Murray Jorgensen      http://www.stats.waikato.ac.nz/Staff/maj.html
> Department of Statistics, University of Waikato, Hamilton, New Zealand
> Email: maj at waikato.ac.nz                                Fax 7 838 4155
> Phone  +64 7 838 4773 wk    Home +64 7 825 0441   Mobile 021 0200 8350
>
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-- 
Rune Haubo Bojesen Christensen

PhD Student, M.Sc. Eng.
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