[R-sig-ME] glmm with correlated residuals

Ben Bolker 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:
> http://cran.r-project.org/web/packages/MCMCglmm/vignettes/CourseNotes.pdf
> Cheers,
> Josh

  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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