Craig A Faulhaber
2008-Mar-12 18:41 UTC
[R] generalized linear mixed models with a beta distribution
Greetings, I am interested in using a generalized linear mixed model with data that best fits a beta distribution (i.e., the data is bounded between 0 and 1 but is not binomial). I noticed that the beta distribution is not listed as an option in the "family objects" for glmmPQL or lmer. I found a thread on this listserve from 2006 ("[R] lmer and a response that is a proportion") that indicated that there was no package available for mixed effects models with a beta distribution at that time. This thread also indicated that package betareg did not allow inclusion of random effects. Does anyone know of a package or code for a generalized linear mixed model that allows a beta distribution? Transforming my data might allow me to use another family, but I would rather not transform the data if possible. Thanks for your help! Sincerely, Craig Faulhaber
Prof Brian Ripley
2008-Mar-12 19:42 UTC
[R] generalized linear mixed models with a beta distribution
glmmPQL can fit the same GLM families as glm() can -- it does not list _any_ . Howver, the beta distribution does not give a GLM family and hence your subject line is strictly about a non-existent concept. I'm presuming that you want to model the logit of the mean of a beta by a random effects model -- it is unclear what you want to do with the other parameter. Note that the beta does fit into the framework of package gamlss, but I am not aware of an option for random effects in that framework. On Wed, 12 Mar 2008, Craig A Faulhaber wrote:> Greetings, > > I am interested in using a generalized linear mixed model with data that > best fits a beta distribution (i.e., the data is bounded between 0 and 1 > but is not binomial). I noticed that the beta distribution is not > listed as an option in the "family objects" for glmmPQL or lmer. I > found a thread on this listserve from 2006 ("[R] lmer and a response > that is a proportion") that indicated that there was no packagehttps://stat.ethz.ch/pipermail/r-help/2006-December/121567.html> available for mixed effects models with a beta distribution at that > time. This thread also indicated that package betareg did not allow > inclusion of random effects.But it did suggest modelling this in nlme via a variance specification, and that remains a good suggestion.> Does anyone know of a package or code for a generalized linear mixed > model that allows a beta distribution? Transforming my data might allow > me to use another family, but I would rather not transform the data if > possible. Thanks for your help! > > Sincerely, > Craig Faulhaber-- 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 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595
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