[R-sig-ME] REML=TRUE with non-Gaussian responses
Ben Bolker
bbo|ker @end|ng |rom gm@||@com
Wed Mar 25 02:02:44 CET 2020
This is a good question, but we (I) need to know a little bit more about
the level of explanation you're looking for.
In a book chapter of mine (Chapter 13 in Fox et al., Ecological
statistics: contemporary theory and application) I wrote
A broader way of thinking about REML is that it describes any
statistical method where we integrate over the fixed effects when
estimating the variances.
That's clear, but very short.
Or you might prefer:
Bellio and Brazzale Stat Comput (2011) 21: 173–183DOI
10.1007/s11222-009-9157-4
The restricted likelihood function was originally defined as the
marginal likelihood of a set of residual contrasts (Patterson
and Thompson1971). Alternatively, it may be computed as an integrated
likelihood following a Bayesian argument (Stiratelli et al.1984), or as
a modified profile likelihood function (Severini2000, Chap. 9).
Millar's book says (in section 9.3):
For normal linear models (including mixed-effects models), parameters ψ
(the variance parameters) and λ ≡ β (the regression coefficients) are
orthogonal, and the Laplace approximation in (9.18) is exact since the
log-likelihood is quadratic in λ. It follows that REML is equivalent to
integrated likelihood in these models. This equivalence was first
reported by Harville (1974) ...
Harville, D. A. (1974) Bayesian inference for variance components using
only error contrasts, Biometrika 61: 383–385.
So; can you say a little more about what you mean by "I would like to
understand what this exactly does"?
On 2020-03-24 1:59 p.m., Maira Fatoretto wrote:
> Hello,
>
> I have a question about glmmTMB, when I using REML=TRUE for binomial
> family.
>
> They suggest It may also be useful in some
> cases with non-Gaussian responses (Millar 2011). However, I would like to
> understand what this exactly does because in Millar (2011) there is not a
> clear explication about this.
>
> Thank you.
>
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