[R-sig-ME] single argument anova for GLMMs not yet implemented

Andrew Robinson A.Robinson at ms.unimelb.edu.au
Thu Dec 11 21:52:00 CET 2008


Echoing Murray's points here - nicely put, Murray - it seems to me
that the quasi-likelihood and the GLMM are different approaches to the
same problem.  

Can anyone provide a substantial example where random effects and
quasilikelihood have both been necessary?  

Best wishes,

Andrew


On Fri, Dec 12, 2008 at 09:11:39AM +1300, Murray Jorgensen wrote:
> The following is how I think about this at the moment:
> 
> The quasi-likelihood approach is an attempt at a model-free approach to 
> the problem of overdispersion in non-Gaussian regression situations 
> where standard distributional assumptions fail to provide the observed 
> mean-variance relationship.
> 
> The glmm approach, on the other hand, does not abandon models and 
> likelihood but seeks to account for the observed mean-variance 
> relationship by adding unobserved latent variables (random effects) to 
> the model.
> 
> Seeking to combine the two approaches by using both quasilikelihood 
> *and* random effects would seem to be asking for trouble as being able 
> to use two tools on one problem would give a lot of flexibility to the 
> parameter estimation; probably leading to a very flat quasilikelihood 
> surface and ill-determined optima.
> 
> But all of the above is only thoughts without the benefit of either 
> serious attempts at fitting real data or doing serious theory so I will 
> defer to anyone who has done either!
> 
> Philosophically, at least, there seems to be clash between the two 
> approaches and I doubt that attempts to combine them will be successful.
> 
> Murray Jorgensen
> 
> 

-- 
Andrew Robinson  
Department of Mathematics and Statistics            Tel: +61-3-8344-6410
University of Melbourne, VIC 3010 Australia         Fax: +61-3-8344-4599
http://www.ms.unimelb.edu.au/~andrewpr
http://blogs.mbs.edu/fishing-in-the-bay/




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