R help - Feb 2008 - [OT] good reference for mixed models and EM algorithm

Dear R People:

Sorry for the off-topic.  Could someone recommend a good reference for
using the EM algorithm on mixed models, please?

I've been looking and there are so many of them.  Perhaps someone here
can narrow things down a bit.

Thanks in advance,
Sincerely,
Erin


-- 
Erin Hodgess
Associate Professor
Department of Computer and Mathematical Sciences
University of Houston - Downtown
mailto: erinm.hodgess at gmail.com

Hi, Erin: 

      Have you looked at Pinheiro and Bates (2000) Mixed-Effects Models 
in S and S-Plus (Springer)? 

      As far as I know, Doug Bates has been the leading innovator in 
this area for the past 20 years.  Pinheiro was one of his graduate 
students.  The 'nlme' package was developed  by him or under his 
supervision, and 'lme4' is his current development platform.  The 
"~R\library\scripts" subdirectory contains "ch01.R",
"ch02.R", etc. =
script files to work the examples in the book (where "~R" = your R 
installation directory).  There are other good books, but I recommend 
you start with Pinheiro and Bates. 

      Spencer Graves

Erin Hodgess wrote:
> Dear R People:
>
> Sorry for the off-topic.  Could someone recommend a good reference for
> using the EM algorithm on mixed models, please?
>
> I've been looking and there are so many of them.  Perhaps someone here
> can narrow things down a bit.
>
> Thanks in advance,
> Sincerely,
> Erin
>

Erin,

as well as P & B can I recommend

McCullogh CE, Searle SR (2000), Generalized, Linear, and Mixed Models, Wiley

I also found

Data analysis using regression and multilevel/hierarchical models by
Andrew Gelman and Jennifer Hill.
  Cambridge ; New York : Cambridge University Press, 2007.

useful although it takes a Bayesian rather than EM approach.

Cheers,  Murray

-- 
Dr Murray Jorgensen      http://www.stats.waikato.ac.nz/Staff/maj.html
Department of Statistics, University of Waikato, Hamilton, New Zealand
Email: maj at waikato.ac.nz                                Fax 7 838 4155
Phone  +64 7 838 4773 wk    Home +64 7 825 0441    Mobile 021 1395 862