
I believe the gamm function in mgcv can also fit this model.  IIRC, the function also permits use of the negative binomial distribution (but you have to provide theta)...
It also uses PQL, so the same concerns apply.
Regards,
Adam

> Date: Thu, 20 Dec 2012 22:02:23 +0000
> From: j.hadfield@ed.ac.uk
> To: bbolker@gmail.com
> CC: r-sig-mixed-models@r-project.org
> Subject: Re: [R-sig-ME] glmm with correlated residuals
> 
> Hi Emilio,
> 
> asreml will fit such a model but the PQL method it uses for  
> approximating the likelihood can give dodgy results in some cases. For  
> Poisson data, particularly if it has high mean, it might be OK though.  
> It is fast enough that you can check the degree of bias using  
> simulation.
> 
> You can fit spatial simultaneous autoregressive lag models in MCMCglmm  
> but only for Gaussian data. It would be very difficult for me to  
> implement these for  non-Gaussian data.
> 
> AR(1) models with nugget effect could be fitted, but only if the  
> correlation parameter is known. The inverse of the correlation matrix  
> could then be passed to ginverse and the scale estimated, but this is  
> not that much use I guess.
> 
> 
> Cheers,
> 
> Jarrod
> 
> 
> 
> 
> 
> Quoting Ben Bolker <bbolker@gmail.com> on Thu, 20 Dec 2012 20:53:50  
> +0000 (UTC):
> 
> > Joshua Wiley <jwiley.psych@...> writes:
> >
> >>
> >> Hi Emilio,
> >>
> >> I would suggest doing it in MCMCglmm.  It can handle residual
> >> structures too.  This is a nice starting guide:
> >> http://cran.r-project.org/web/packages/MCMCglmm/vignettes/CourseNotes.pdf
> >>
> >> Cheers,
> >>
> >> Josh
> >
> >   Josh, are you sure?  I don't find "autoreg" anywhere in the course notes.
> > I don't personally know of an easy way to do this other than using INLA
> > (which I haven't tried much); glmmPQL (easy but perhaps dicey depending
> > on the circumstances, and sometimes hard to figure out whether it's
> > fitting a well-defined model); or hand-coding in WinBUGS/JAGS/Stan or
> > AD Model Builder ...  You could also give up on Poisson-ness (you said
> > there was heterogeneity of variance -- not quite sure what that means
> > in this context?) and fit a GLS model with appropriate variance
> > structure (using gls() with weights= and correlation= arguments set).
> >
> >   I'd love to hear other answers.
> >
> >   Ben
> >
> >
> >>
> >> On Thu, Dec 20, 2012 at 8:37 AM, Emilio A. Laca <ealaca@...> wrote:
> >> > Fellow R users,
> >
> >> > what package would you recommend for fitting a poisson glmm with
> >     one random effect and residuals that are correlated (most likely
> >     AR(1)) and have heterogeneity of variance?  I have successfully
> >     fitted the model without addressing the structured residuals in
> >     MCMCglmm.  I would appreciate it very much if you could point me
> >     in the direction of an example.
> >
> >> > Emilio A. Laca, Professor
> >
> >  [snip]
> >
> > _______________________________________________
> > R-sig-mixed-models@r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >
> >
> 
> -- 
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