[R] a generic Adaptive Gauss Quadrature function in R?

From: Lei Liu <liulei_at_virginia.edu>
Date: Wed 23 Aug 2006 - 06:01:33 EST


Hi there,

I am using SAS Proc NLMIXED to maximize a likelihood with multivariate normal random effects. An example is the two part random effects model for repeated measures semi-continous data with a cluster at 0. I use the "model y ~ general(loglike)" statement in Proc NLMIXED, so I can specify a general log likelihood function constructed by SAS programming statements. Then the likelihood can be maximized by AGQ. Is there a similar generic AGQ function in R to let me write explicitly the log likelihood and then maximize it accordingly? Can nlme do the work? Thanks!

Lei Liu
Assistant Professor
Division of Biostatistics and Epidemiology Department of Public Health Sciences
School of Medicine
University of Virginia

3181 Hospital West Complex
Charlottesville, VA 22908-0717

1-434-982-3364 (o)
1-434-806-8086 (c)
1-434-243-5787 (f)

liulei@virginia.edu
ll9f@virginia.edu



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