[R-sig-ME] GLMMs with Adaptive Gaussian Quadrature

[D. Rizopoulos]

Indeed! GLMMadaptive::mixed_model is also more flexible in allowing users to define their own mixed models by specifying the log-density of the repeated measurements outcome, i.e., something similar to what Proc NLMIXED in doing in SAS. More info in the vignette: https://cran.r-project.org/web/packages/GLMMadaptive/vignettes/Custom_Models.html 

Best,
Dimitris


-----Original Message-----
From: Ben Bolker <bbolker using gmail.com> 
Sent: Friday, June 15, 2018 7:57 PM
To: D. Rizopoulos <d.rizopoulos using erasmusmc.nl>
Cc: r-sig-mixed-models using r-project.org
Subject: Re: [R-sig-ME] GLMMs with Adaptive Gaussian Quadrature

Good point.  Extending AGQ to more complex models in lme4 is something that's been on my list for a long time, but it's great to see someone meeting the need.  Even if I or someone does eventually get it working in lme4, two implementations are always better than one ...

  For those interested in this topic, there are a few other approaches to improved frequentist estimates (i.e. without going full-Bayesian) that are implemented in R:  Helen Ogden's glmmsr package implements sequential reduction and importance sampling methods, The glmm and bernor packages use other flavors of importance sampling/MC likelihood approximations. glmmADMB has importance sampling; TMB (the engine underlying glmmTMB) has an importance-sampling method, but it hasn't
(yet) been integrated in glmmTMB ...

  cheers
    Ben Bolker


On Fri, Jun 15, 2018 at 12:34 PM, D. Rizopoulos <d.rizopoulos using erasmusmc.nl> wrote:
> AFAIK, lme4::glmer with nAGQ>1 *only* works for scalar random effects. At least, when I try setting nAGQ > 1 for a random intercepts and random slopes model in lme4::glmer (lme4_1.1-17)  I get the error message:
>
> Error in updateGlmerDevfun(devfun, glmod$reTrms, nAGQ = nAGQ) :
>   nAGQ > 1 is only available for models with a single, scalar 
> random-effects term
>
> GLMMadaptive::mixed_model implements the AGQ in such settings.
>
> My main motivation to create this package is the longitudinal data analysis setting in which including something more than random intercepts is very typical. At least the students in my Repeated Measurements course (https://github.com/drizopoulos/Repeated_Measurements) have had some difficult times getting lme4::glmer() with a Laplace approximation to work in such cases.
>
>
> -----Original Message-----
> From: Ben Bolker <bbolker using gmail.com>
> Sent: Friday, June 15, 2018 5:07 PM
> To: D. Rizopoulos <d.rizopoulos using erasmusmc.nl>
> Cc: r-sig-mixed-models using r-project.org
> Subject: Re: [R-sig-ME] GLMMs with Adaptive Gaussian Quadrature
>
> It looks interesting (at an admittedly *very* quick initial glance).
> Can you clarify how it differs from using lme4::glmer with nAGQ>1 ?
>
> On Fri, Jun 15, 2018 at 10:26 AM, D. Rizopoulos <d.rizopoulos using erasmusmc.nl> wrote:
>> Dear R mixed-model users,
>>
>> I’d like to announce the release of my new package GLMMadaptive for 
>> fitting generalized linear mixed models using adaptive Gaussian 
>> quadrature. You may read more about it here: https://goo.gl/7pi8Sh
>>
>> Any comments or suggestions are more than welcome.
>>
>> Best,
>> Dimitris
>>
>>
>> Professor of Biostatistics
>> Erasmus University Medical Center
>> The Netherlands
>>
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>>
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