[R-sig-ME] How to perform a latent variable model over a random effect,

Ren-Huai Huang huangrenhuai at gmail.com
Fri Dec 30 23:24:52 CET 2016

Re: Random Effect Latent Variable Model

Dear mixed model members,

I am trying to do a weighted latent variable modeling with random effects
in R, which is similar to sas nlmixed general log likelihood over a random
effect (sas code attached here
<https://huangrh.github.io/relvm/vignettes/sascode.html>). The purpose is
to calculate a latent variable from 7 observed variables x1, x2, … , x7
with weightings w1, w2, … , w7 to the corresponding likelihood of the
variables (the dataset is attached here

Both equations of the weighted log likelihood and the random effect log
likelihood are linked here
<https://huangrh.github.io/relvm/vignettes/formula.html> (equations 2 and
3). I was wondering if the subjective function should be the joint
probability of both equations 2 and 3, as shown in equation 4. How to join
the equation 2 with the random effect?

I tried to optimize the function (link to the R code, lines 36-37
<https://github.com/huangrh/relvm/blob/master/R/nll.R>) using optim in R (link
to vignette
But the result is very different from the sas nlmixed mentioned above

Any suggestions are very welcome to help me to do this right in R. Thank
you very much in advance.


Ren-Huai Huang

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