Paul Johnson
2004-Mar-22 15:39 UTC
[R] solved mystery of difference between glmmPQL and lme
I asked a few days ago about the difference in results I saw between the MASS function glmmPQL (due to Venables and Ripley) and the lme function from the package nlme (due to Pinheiro and Bates). When the two tools apply to the same model (gaussian, link=identity, correlation=AR1), I was getting different results and wondered if there was an argument in favor of one or the other. Several list readers emailed me to point out that glmmPQL is repeatedly calling lme, so if a model really can be estimated by lme, then lme is the more appropriate one because it is maximum likelihood, rather than quasi-likelihood. That did not explain the difference in results, so I read the source code for glmmPQL and learned that it sets the method for lme fitting to "ML". In contrast, lme defaults to "REML". The estimates from glmmPQL and lme (method="ML") are identical in my test case. pj -- Paul E. Johnson email: pauljohn at ku.edu Dept. of Political Science http://lark.cc.ku.edu/~pauljohn 1541 Lilac Lane, Rm 504 University of Kansas Office: (785) 864-9086 Lawrence, Kansas 66044-3177 FAX: (785) 864-5700
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