[R-sig-ME] valid estimates using lme4?

[Geoff Brookshire]

This seems to only work if you have a single random effect. You say
that Laplace approximation:
> may not always work satisfactorily for binary data (for binomial data with
> more than one trials it would be a bit better)

Since any model with crossed random effects will have multiple trials,
is it alright that this doesn't work for multiple random effects?

Thanks,
Geoff

On Fri, Oct 28, 2011 at 10:26 AM, Dimitris Rizopoulos
<d.rizopoulos at erasmusmc.nl> wrote:
> I think the reviewer refers to the fact that the Laplace approximation is
> equivalent to using the *adaptive* Gauss-Hermite rule with one quadrature
> point.
>
> I feel that he/she is right in pointing out that the Laplace approximation
> may not always work satisfactorily for binary data (for binomial data with
> more than one trials it would be a bit better), and it would be therefore
> prudent to validate your results by fitting the models with the adaptive
> Gauss-Hermite rule but with more than one quadrature points. For this check
> argument 'nAGQ' of glmer().
>
>
> I hope it helps.
>
> Best,
> Dimitris
>
>
> On 10/28/2011 4:04 PM, Vernooij, J.C.M. (Hans) wrote:
>>
>> Dear list members,
>>
>> For a concept article we used package lme4 for a logistic regression. A
>> reviewer doubts about the validity of the outcomes:
>> "I strongly urge you to compare the outcomes of lme4 in R with a validated
>> statistical package (SAS, STATA, SPSS) as lme4 is known not to be the best,
>> especially when the Laplace approximation is being used as the default is
>> only one (!) integration point". (quoted)
>>
>> How to repond to this? In http://glmm.wikidot.com/faq the Laplace
>> estimation is said to be less accurate than Gaus-Hermite quadrature or MCMC
>> methods but is the difference in estimates such that the results are not
>> valid? Should we validate the results by running different packages ?
>> Undoubtly we will find differences so what results to report?
>> What answer might convince the reviewer?
>>
>> Thanks,
>> Hans
>>
>>        [[alternative HTML version deleted]]
>>
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>
> --
> Dimitris Rizopoulos
> Assistant Professor
> Department of Biostatistics
> Erasmus University Medical Center
>
> Address: PO Box 2040, 3000 CA Rotterdam, the Netherlands
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