[R-sig-ME] Approximation to Marginal Likelihood of GLMM in lme4‏

Lee Yan Liang yanlianglee at live.com
Mon Nov 24 16:24:43 CET 2014


Hi Ben,

I suppose lme4 assumes the random effects has a multivariate normal distribution with mean vector 0 and
a variance-covariance matrix. In that case, the marginal likelihood (obtained by integrating out the likelihood
and random effect distributions) cannot be obtained in closed-form. 

I am not sure what type of approximations (quadrature, laplace, PQL etc.) do you use in lme4 for generalised 
linear mixed effects model? And do you have any good advice in choosing optimisers available in the package 
optimx? 

Thank you.
 		 	   		  
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