Does the following help:
n.subjects <- 3
J <- 4
K <- 5
n.ijk <- rep(2, each=n.subjects*J*K)
x <- rep(1:K, n.subjects, each=J)
subj <- factor(rep(1:n.subjects, each=K*J))
sa.subject <- 1
sb.subject <- 1
set.seed(2)
a.subj <- rep(sa.subject*rnorm(n.subjects), each=K*J)
b.subj <- rep(sb.subject*rnorm(n.subjects), each=K*J)
Z <- a.subj+b.subj*x
library(boot)
Y <- (rbinom(n.subjects*K*J, n.ijk, inv.logit(Z))
/n.ijk)
Dat <- data.frame(subj=subj, x=x, y=Y)
library(lme4)
fit <- lmer(y~x+(x|subj), Dat)
Linear mixed-effects model fit by REML
Formula: y ~ x + (x | subj)
Data: Dat
AIC BIC logLik MLdeviance REMLdeviance
51.63172 64.19779 -19.81586 33.1066 39.63172
Random effects:
Groups Name Variance Std.Dev. Corr
subj (Intercept) 0.0446346 0.211269
x 0.0032613 0.057108 1.000
Residual 0.0879438 0.296553
# of obs: 60, groups: subj, 3
Fixed effects:
Estimate Std. Error DF t value Pr(>|t|)
(Intercept) 0.350000 0.151459 58 2.3109 0.02442 *
x 0.033333 0.042661 58 0.7814 0.43777
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05
'.' 0.1 ' ' 1
spencer graves
Abderrahim Oulhaj wrote:
> Dear All,
>
> I wonder if there is an efficient way to fit the generalized linear mixed
model for multivariate outcomes.
>
> More specifically, Suppose that for a given subject i and at a given time
j we observe a multivariate outcome Yij = (Y_ij1, Y_ij2, ..., Y_ijK).
> where Y_ijk is a binomial(n_ijk, p_ijk).
>
> One way to jointly model the data is to use the following specification:
>
> g(p_ijk) = beta_0k + b_0ik + (beta_1k + b_1ik)*x_ijk with k = 1,2 ...., K
, g is a specified link function and (b_0ik,b_1ik) k=1,...K are random effects
...
>
> I my case, the glmmPQL converges only and give good results when k is
less than 3 (i.e. for a small number of random effects). I also used the gee
(generalized estimating equations) to estimate the fixed effects and the same
probleme ariseed with k.
>
> Is there any help?
>
> Thank you in advance,
>
> Abderrahim Oulhaj
> [[alternative HTML version deleted]]
>
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