I believe this is more or less what the gamm4 package does ...


On Fri, Jul 4, 2014 at 3:44 AM, Richman, Ronald <Ronald.Richman@aig.com>
wrote:

> Hi All,
>
> This is my first post to the mailing list, and may I thank you all for the
> interesting and varied correspondence which you post.
>
> I have come across a reference for using mixed models to fit penalised
> spline models in Currie<
> http://www.macs.hw.ac.uk/~iain/research/Currie.SM.pdf>(2013). He writes
> that -:
>
> "An alternative approach is to express the PGLM as a generalized linear
> mixed model
> (GLMM) and this also leads to an estimate of the smoothing parameter."
>
> I have searched for a reference on how to accomplish this, but to little
> avail. Does anyone have any experience in this?
>
> Kind regards,
> Ron
>
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