[R-sig-ME] Robust SEs in GLMMs
tmeeha at gmail.com
Tue Nov 25 20:11:22 CET 2014
Thanks for clarifying the problem with correlation functions and binary
responses, Doug. Regarding the random effects approach, how would one set
that up? Would you divide the data into spatial or temporal blocks, and
use the blocks in the random statement, for example?
On Tue, Nov 25, 2014 at 11:16 AM, Douglas Bates <bates at stat.wisc.edu> wrote:
> You have to be careful when modeling auto-correlation in a binary
> response. When using a Gaussian distribution it is possible to model the
> variance and correlation separately from the mean. No so for a Bernoulli
> distribution (or binomial or Poisson). In some sense the whole purpose of
> generalized linear models is to take into account that the variance of each
> response is determined by its mean in these distributions.
> glmmPQL is a wrapper around the lme function from the nlme package. But
> lme, which provides for modelling correlations, was not intended for this
> purpose. I personally don't think it would make sense to use a correlation
> function with a binary response.
> A preferred approach is to incorporate Gaussian-distributed random effects
> that have the desired auto-correlation pattern.
> On Tue Nov 25 2014 at 11:58:08 AM Tim Meehan <tmeeha at gmail.com> wrote:
>> Hi Sharon,
>> I just looked over a paper by Bolker et al. (2008. GLMMs: a practical
>> for ecology and evolution. TREE). Turns out that while it is possible to
>> model binary data with glmmPQL, it's not really recommended. Nonetheless,
>> you might look for other options that involve modeling autocorrelation
>> rather than correcting for it after the fact.
>> On Tue, Nov 25, 2014 at 10:19 AM, Tim Meehan <tmeeha at gmail.com> wrote:
>> > Hi Sharon,
>> > Take a look at glmmPQL in the MASS package. This function allows you to
>> > model a binary response, with random effects, and temporally and
>> > correlated errors. If you model the correlations, there is less of a
>> > for adjusting standard errors.
>> > Best,
>> > Tim
>> > On Sun, Nov 23, 2014 at 2:04 PM, Sharon Poessel <sharpoes at gmail.com>
>> > wrote:
>> >> When computing resource selection functions for animal telemetry data
>> >> a binary response variable, where the 1s represent animal location
>> >> which are spatially and temporally correlated, and the 0s represent
>> >> locations, which are not correlated, it is recommended to calculate
>> >> robust,
>> >> or empirical, standard errors instead of using the model-based standard
>> >> errors to account for this differing correlation structure. As far as
>> >> can tell, none of the glmm packages in R calculate these robust SEs.
>> >> anyone know of a way to use glmms that calculate these? Thanks.
>> >> Sharon
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