Re: [R] gls: Newton-Raphson or EM?

From: Douglas Bates <bates_at_stat.wisc.edu>
Date: Fri 27 Aug 2004 - 08:17:27 EST

Dimitris Rizopoulos wrote:
> Hi Brendan,
>
> according to
>
> @Book{pinheiro.bates:00,
> author = {J. Pinheiro and D. Bates},
> title = {Mixed-Effects Models in S and S-PLUS},
> year = {2000},
> address = {New York},
> publisher = {Springer-Verlag}
> }
>
> Section 2.2.8, the optimization procedure for lme (so I suspect also
> for gls) is a hybrid algorithm which starts as EM for 25 iterations
> and then switches to Newton-Raphson.
>
> Best,
> Dimitris
>
> ----
> Dimitris Rizopoulos
> Doctoral Student
> Biostatistical Centre
> School of Public Health
> Catholic University of Leuven
>
> Address: Kapucijnenvoer 35, Leuven, Belgium
> Tel: +32/16/396887
> Fax: +32/16/337015
> Web: http://www.med.kuleuven.ac.be/biostat/
> http://www.student.kuleuven.ac.be/~m0390867/dimitris.htm

True, but it looks as if Brendan is asking about the gls function, which uses one of R's unconstrained optimizers (either nlm or optim) without any EM iterations.

>
>
> ----- Original Message -----
> From: "Brendan A. Klick" <bklick@jhsph.edu>
> To: <r-help@stat.math.ethz.ch>
> Sent: Thursday, August 26, 2004 7:08 PM
> Subject: [R] gls: Newton-Raphson or EM?
>
>
>

>>Hello,
>>
>>Does anyone know whether the gls function in the nlme library uses

>
> the Newton-Raphson or EM algorithm to find the restricted
> log-likelihood or maximum log-likelihood estimates?
>

>>Brendan Klick
>>bklick@jhsph.edu

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