[R-sig-ME] Does the “non-independent" data structure defined in mixed models follow the “independency” defined by probability theory?

Joaquín Aldabe joaquin.aldabe at gmail.com
Tue Sep 6 03:28:58 CEST 2016


Thankyou very much David!

2016-09-05 21:10 GMT-03:00 David Duffy <David.Duffy at qimrberghofer.edu.au>:

> > In practice having correlation across groups seems to distort the
> > distribution of the random effect causing some groups to be clustered. In
> > extreme cases the random effect can become multimodal.
>
> Further to this, there are nonparametric maximum likelihood (and Bayesian)
> mixed models that might be useful for this kind of situation -  the
> distribution of the random effects is modelled as a finite mixture (of eg
> normals) to be estimated. The npmlreg package implements Murray Aitkin's
> approach.
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