[R-sig-ME] glmm with correlated residuals
bbolker at gmail.com
Thu Dec 20 21:53:50 CET 2012
Joshua Wiley <jwiley.psych at ...> writes:
> Hi Emilio,
> I would suggest doing it in MCMCglmm. It can handle residual
> structures too. This is a nice starting guide:
Josh, are you sure? I don't find "autoreg" anywhere in the course notes.
I don't personally know of an easy way to do this other than using INLA
(which I haven't tried much); glmmPQL (easy but perhaps dicey depending
on the circumstances, and sometimes hard to figure out whether it's
fitting a well-defined model); or hand-coding in WinBUGS/JAGS/Stan or
AD Model Builder ... You could also give up on Poisson-ness (you said
there was heterogeneity of variance -- not quite sure what that means
in this context?) and fit a GLS model with appropriate variance
structure (using gls() with weights= and correlation= arguments set).
I'd love to hear other answers.
> On Thu, Dec 20, 2012 at 8:37 AM, Emilio A. Laca <ealaca at ...> wrote:
> > Fellow R users,
> > what package would you recommend for fitting a poisson glmm with
one random effect and residuals that are correlated (most likely
AR(1)) and have heterogeneity of variance? I have successfully
fitted the model without addressing the structured residuals in
MCMCglmm. I would appreciate it very much if you could point me
in the direction of an example.
> > Emilio A. Laca, Professor
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