Re: [R] generalized linear mixed models - how to compare?

From: Deepayan Sarkar <>
Date: Mon 18 Apr 2005 - 05:45:49 EST

On Sunday 17 April 2005 12:07, Prof Brian Ripley wrote:
> On Sun, 17 Apr 2005, Deepayan Sarkar wrote:


> > GLMM uses (mostly) the same procedure to get parameter estimates,
> > but as a final step calculates the likelihood for the correct model
> > for those estimates (so the likelihood reported by it should be
> > fairly reliable).
> Well, perhaps but I need more convincing. The likelihood involves
> many high-dimensional non-analytic integrations, so I do not see how
> GLMM can do those integrals -- it might approximate them, but that
> would not be `calculates the likelihood for the correct model'. It
> would be helpful to have a clarification of this claim. (Our
> experiments show that finding an accurate value of the log-likelihood
> is difficult and many available pieces of software differ in their
> values by large amounts.)

You are right, of course. I left out too much trying to be brief (partly because this issue has been discussed before). I'll try to refrain from giving such partial answers in future.


[...] mailing list PLEASE do read the posting guide! Received on Mon Apr 18 05:49:54 2005

This archive was generated by hypermail 2.1.8 : Fri 03 Mar 2006 - 03:31:14 EST