[R] [OT] good reference for mixed models and EM algorithm

[Douglas Bates]

On Feb 10, 2008 2:32 PM, Spencer Graves <spencer.graves at pdf.com> wrote:
> Hi, Erin:

>       Have you looked at Pinheiro and Bates (2000) Mixed-Effects Models
> in S and S-Plus (Springer)?

>       As far as I know, Doug Bates has been the leading innovator in
> this area for the past 20 years.  Pinheiro was one of his graduate
> students.  The 'nlme' package was developed  by him or under his
> supervision, and 'lme4' is his current development platform.  The
> "~R\library\scripts" subdirectory contains "ch01.R", "ch02.R", etc. =
> script files to work the examples in the book (where "~R" = your R
> installation directory).  There are other good books, but I recommend
> you start with Pinheiro and Bates.

Except that Doug Bates doesn't use the EM algorithm for fitting mixed
models any more.  The lme4 package previously had an option for
starting with EM (actually ECME, which is a variant of EM) iterations
but I have since removed it.  For large data sets and especially for
models with non-nested random effects, the EM iterations just slowed
things down relative to direct optimization of the log-likelihood.

>
>       Spencer Graves
>
> Erin Hodgess wrote:
> > Dear R People:
> >
> > Sorry for the off-topic.  Could someone recommend a good reference for
> > using the EM algorithm on mixed models, please?
> >
> > I've been looking and there are so many of them.  Perhaps someone here
> > can narrow things down a bit.
> >
> > Thanks in advance,
> > Sincerely,
> > Erin
> >
>
>
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