Hi,

I know this is a list about R issues but I allow myself to
note that the random effects module for AD Model Builder
(commersial software) was designed for these kind of issues:

http://otter-rsch.com/admbre/admbre.html

The underlying computation method is described in:

Skaug, H.J., Fournier D.A. (2006) Automatic Approximation of the Marginal
Likelihood in non-Gaussian Hierarchical Models.
Computational Statistics and Data Analysis. 51: 699 - 709.

It is possible to link the executable (not proprietary) proproduced by AD
Model Builder
to R, as has been done in:

http://otter-rsch.com/admbre/examples/glmmadmb/glmmADMB.html

Regards,

Hans

>To DB: Will lmer eventually allow multivariate models and arbitrary
>distributions for the random effects (eg mixtures of normals, other
>parametric distributions)?  Are they already in there somewhere ;)
>
>Cheers, David Duffy.

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