[R-sig-ME] Question regarding glmer-function of R-package lme4

dave fournier davef at otter-rsch.com
Wed Jun 15 13:32:11 CEST 2011

Operationally it is a fairly simple process to "integrate out"
any fixed effect parameters via the Laplace approximation in  nonlinear
mixed models using AD Model Builder.  This could be used to
provide a general "REML like" estimation procedure. These ideas
are not new,  See

Title: Integrated likelihood methods for eliminating nuisance parameters
Author(s): Berger JO, Liseo B, Wolpert RL
Source: STATISTICAL SCIENCE   Volume: 14   Issue: 1   Pages: 1-22
Published: FEB 1999

Of course how well a particular approach works in practice could
be investigated via simulation.

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