[R] Dynamic random effects model

Ben Bolker
Thu, 29 Jan 2009 17:19:53 -0000

I am forwarding back to the R list in hopes of getting you a better
answer from someone else.  This sounds like it might be logistic
autoregression?

RSiteSearch("logistic autoregress*") came up with
http://finzi.psych.upenn.edu/R/library/repeated/html/gar.html

  Ben Bolker


Joseph Magagnoli wrote:
> I am trying to estimate a model of third party intervention into civil war.
The data is panel data structure.  The unit of analysis
> is civil war year.  For each civil war year my dependent variable is coded
0=no intervention and 1=intervention.  I want to use a
> lagged dependent variable as an independent variable and i am including
other variables such as type of war conventional=0,1 dummy
> irregular 0,1 dummy,,, other dummy variables such as cold war period, and
other variables such as state strength .   Some of my independent variables are
time invariant or slow moving.   Because i want to include lagged dependent
variable rules out a fixed effect,
> therefore I was thinking of using random effects.    Any suggestion on how
to model this?
>
> I am inexperienced with these models, I will appreciate any help I can get
>
> Thank you
>
> jcm
> On Thu, Jan 29, 2009 at 8:04 AM, Ben Bolker <bolker at
ufl.edu<mailto:bolker at ufl.edu>> wrote:
> Joseph Magagnoli <jcm331 <at>
gmail.com<http://gmail.com/>> writes:
>
>> All R experts,
>> How do I fit a dynamic Random effects model with a binary dependent
variable
>> in R
>> Thanks
>> JCM
>>
>
>  You haven't given us nearly enough information to go on.
> If you're talking about something like a state-space model with
> a binary response, I would probably say your best bet is
> a Bayesian approach, prob. via JAGS/R2jags or WinBUGS/R2WinBUGS.
> (A lot) more context will give a higher probability of a useful
> answer.
>
>  good luck
>    Ben Bolker
>
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>


--
Ben Bolker
Associate professor, Biology Dep't, Univ. of Florida
bolker at ufl.edu / www.zoology.ufl.edu/bolker
GPG key: www.zoology.ufl.edu/bolker/benbolker-publickey.asc



--
Ben Bolker
Associate professor, Biology Dep't, Univ. of Florida
bolker at ufl.edu / www.zoology.ufl.edu/bolker
GPG key: www.zoology.ufl.edu/bolker/benbolker-publickey.asc
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