[R] Negative binomial GLMMs in R

From: <Hans.Skaug_at_mi.uib.no>
Date: Thu 24 Mar 2005 - 02:00:31 EST


Dear R-users,

A recent post (Feb 16) to R-help inquired about fitting a glmm with a negative binomial distribution. Professor Ripley responded that this was a difficult problem with the simpler Poisson model already being a difficult case:

https://stat.ethz.ch/pipermail/r-help/2005-February/064708.html

Since we are developing software for fitting general nonlinear random effects models we thought this might be an interesting challenge. We contacted Professor Ripley who kindly directed us to the epilepsy data in Venables & Ripley section 10.4 (4th ed.). While V&B did not actually fit a negative binomial to these data they did refer to evidence of overdispersion in the response. Fortunately Booth et al. (2003) did attempt to fit this model with a negative binomial which gave us something to which we could compare our results. Booth et al. fitted two forms of the model a simpler one and a more complicated model. They reported some difficulty fitting the more complicated model. We found that we could reliably fit (MLE) both the complicated and simpler model in 20 seconds or less (although the more complicated turns out to be overparameterized)

Using the random effects module of AD Model Builder we have developed a shared library (Windows dll) that can be called from R via the driver function glmm.admb(). The function can be downloaded from

http://otter-rsch.com/admbre/examples/nbmm/nbmm.html

The two models of Booth et al are fit by the commands:

glmm.admb(y~Base*trt+Age+Visit,random=~1,group="subject",data=epil2) glmm.admb(y~Base*trt+Age+Visit,random=~Visit,group="subject",data=epil2)

I will be happy to receive feedback on the function glmm.admb().

Best regards,

Hans Skaug

Reference:
Booth J.G.; Casella G.; Friedl H.; Hobert J.P, Negative binomial loglinear mixed models.
Statistical Modelling, October 2003, vol. 3, no. 3, pp. 179-191



R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu Mar 24 02:07:51 2005

This archive was generated by hypermail 2.1.8 : Fri 03 Mar 2006 - 03:30:55 EST