R help - Aug 2004 - gls: Newton-Raphson or EM?

Hello,

Does anyone know whether the gls function in the nlme library uses the
Newton-Raphson or EM algorithm to find the restricted log-likelihood or maximum
log-likelihood estimates?

Brendan Klick
bklick@jhsph.edu

	[[alternative HTML version deleted]]

Hi Brendan,

according to

@Book{pinheiro.bates:00,
  author    = {J. Pinheiro and D. Bates},
  title     = {Mixed-Effects Models in S and S-PLUS},
  year      = {2000},
  address   = {New York},
  publisher = {Springer-Verlag}
}

Section 2.2.8, the optimization procedure for lme (so I suspect also
for gls) is a hybrid algorithm which starts as EM for 25 iterations
and then switches to Newton-Raphson.

Best,
Dimitris

----
Dimitris Rizopoulos
Doctoral Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven

Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/16/396887
Fax: +32/16/337015
Web: http://www.med.kuleuven.ac.be/biostat/
     http://www.student.kuleuven.ac.be/~m0390867/dimitris.htm


----- Original Message ----- 
From: "Brendan A. Klick" <bklick at jhsph.edu>
To: <r-help at stat.math.ethz.ch>
Sent: Thursday, August 26, 2004 7:08 PM
Subject: [R] gls: Newton-Raphson or EM?

> Hello,
>
> Does anyone know whether the gls function in the nlme library uses
the Newton-Raphson or EM algorithm to find the restricted
log-likelihood or maximum log-likelihood estimates?
>
> Brendan Klick
> bklick at jhsph.edu
>
> [[alternative HTML version deleted]]
>
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