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

From: Deepayan Sarkar <deepayan_at_stat.wisc.edu>
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.

Deepayan

[...]



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