Re: [R] [OT] good reference for mixed models and EM algorithm

From: Douglas Bates <bates_at_stat.wisc.edu>
Date: Mon, 11 Feb 2008 09:07:37 -0600

On Feb 10, 2008 2:32 PM, Spencer Graves <spencer.graves_at_pdf.com> wrote:
> Hi, Erin:

> Have you looked at Pinheiro and Bates (2000) Mixed-Effects Models
> in S and S-Plus (Springer)?

> As far as I know, Doug Bates has been the leading innovator in
> this area for the past 20 years. Pinheiro was one of his graduate
> students. The 'nlme' package was developed by him or under his
> supervision, and 'lme4' is his current development platform. The
> "~R\library\scripts" subdirectory contains "ch01.R", "ch02.R", etc. =
> script files to work the examples in the book (where "~R" = your R
> installation directory). There are other good books, but I recommend
> you start with Pinheiro and Bates.

Except that Doug Bates doesn't use the EM algorithm for fitting mixed models any more. The lme4 package previously had an option for starting with EM (actually ECME, which is a variant of EM) iterations but I have since removed it. For large data sets and especially for models with non-nested random effects, the EM iterations just slowed things down relative to direct optimization of the log-likelihood.

>
> Spencer Graves
>
> Erin Hodgess wrote:
> > Dear R People:
> >
> > Sorry for the off-topic. Could someone recommend a good reference for
> > using the EM algorithm on mixed models, please?
> >
> > I've been looking and there are so many of them. Perhaps someone here
> > can narrow things down a bit.
> >
> > Thanks in advance,
> > Sincerely,
> > Erin
> >
>
>
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