Emmanuel Paradis
2002-May-08 16:03 UTC
[R] HGLM in R (was: writing a package for generalized linear mixed models)
I wonder if someone has tried to implement the hierarchical generalized linear model (HGLM) approach of Lee and Nelder (JRSSB, 1996, 58: 619-56) in R. Thanks in advance. Emmanuel Paradis At 17:18 01/04/02 +0100, ripley at stats.ox.ac.uk wrote:>On Mon, 1 Apr 2002, Jason Liao wrote: > >> Happy new month, everyone! >> >> I am planning to write a NIH grant proposal to study ways to speed >> Monte Carlo based maximum likelihood algorithm for hierarchical models >> with a focus on generalized linear mixed models (GLM with random >> effects). I thought it would be nice and also increase the chance of >> funding if I could produce an R package in the process. I understand >> that Prof. Pinheiro ang Bates have produced LME for linear mixed models >> and NLME for non-linear mixed models. But these do not fit logistic >> mixed models or Poisson mixed models. SAS Proc NLMIXED can fit simple > >GLME (beta, S-PLUS only) does. > >> logistic or Poisson mixed models but the syntax is not specific for >> generalized mixed models. There can be only one level of random >> effects. STATA version 7 can fit random intercept models but not more. >> There are also some standalone programs such as MIXOR by Don Hendeker >> of Chicago. But it is hard to use a stnadalone program for data >> analysis efficiently because you have to convert the data set and you >> lose all the familiar tools for data transformation and graphics. >> >> I would appeciate your comments on the following points: >> >> 1. Is there a strong need for a package for generalized linear mixed >> models? Could someone have already written or in the process of writing >> one? > >See package GLMMgibbs on CRAN, function glmmPQL in package MASS and >function glmm (only a random intercept) in one of Jim Lindsey's packages. > >GLMMs are half a chapter in the upcoming fourth edition of Venables & >Ripley. > >> 3. How big is the undertaking? I have some R code for GLMM that runs at >> an acceptable speed. I can see that some part can benifit from >> converting to C or Fortran. I am not familiar with R's interface with C >> and Fortran. I do not know either how to make the package available for >> different platforms. Will the multi-platform issue become easier if I >> stay with 100% pure R? > >100% pure R would be unacceptably slow. > >I would rate this as a research problem, and a major undertaking. >GLMMgibbs is an existence proof, but not able to handle many quite simple >problems. > >-- >Brian D. Ripley, ripley at stats.ox.ac.uk >Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ >University of Oxford, Tel: +44 1865 272861 (self) >1 South Parks Road, +44 1865 272860 (secr) >Oxford OX1 3TG, UK Fax: +44 1865 272595 > >-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.->r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html >Send "info", "help", or "[un]subscribe" >(in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch >_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._> > >-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Jim Lindsey
2002-May-08 16:16 UTC
[R] HGLM in R (was: writing a package for generalized linear mixed
> > I wonder if someone has tried to implement the hierarchical generalized > linear model (HGLM) approach of Lee and Nelder (JRSSB, 1996, 58: 619-56) in R.I put a function (hnlmix in my repeated library) fitting a generalisation of them on my web page a week ago. It handles distributions outside the glm family, nonlinear regression, and censoring. Jim> > Thanks in advance. > > Emmanuel Paradis-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._