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2003 Nov 21
1
glmmPQL, log-likelihoods issue
Greetings-
a reviewer for a paper of mine noted an anomaly in some models I ran using
glmmPQL (from the MASS package). Specifically, the models are three-level
hierarchical probit models estimated using PQL under R. The anomaly is
that the log-likelihoods decrease (or, alternatively -2logLik increases)
as variables are added to the null model. This is unusual, and I'm trying
to figure out how to interpret it. I've found some indication (e.g., at
http://www.ssicentral.com/hlm/hlm00150.htm) that PQL estimation doesn't
produce meaningful log-likelihoods, but I'm suspiciou...