[R-sig-ME] Using glmm for penalised spline model

Linus Holtermann holtermann at hwwi.org
Fri Jul 4 13:23:14 CEST 2014


Hello,

the gamm4 package is right. Also check the mgcv package.
There are some references:
Kuehlenkasper: Multilevel models with spline functions
Wood: references in the gamm4 (mgcv) package
Wood: Generalized Additive Models: an introduction with R
Snijders: Diagnostic Checks for Multilevel Models
All references require some knowledge on the topic.

You can also check the software R2BayesX. The Software runs with the R-interface and commands, similiar to BUGS etc...

Mit freundlichen Grüßen


Linus Holtermann
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________________________________________
Von: r-sig-mixed-models-bounces at r-project.org [r-sig-mixed-models-bounces at r-project.org] im Auftrag von Ben Bolker [bbolker at gmail.com]
Gesendet: Freitag, 4. Juli 2014 11:54
An: Richman, Ronald
Cc: R-sig-mixed-models at r-project.org
Betreff: Re: [R-sig-ME] Using glmm for penalised spline model

I believe this is more or less what the gamm4 package does ...


On Fri, Jul 4, 2014 at 3:44 AM, Richman, Ronald <Ronald.Richman at aig.com>
wrote:

> Hi All,
>
> This is my first post to the mailing list, and may I thank you all for the
> interesting and varied correspondence which you post.
>
> I have come across a reference for using mixed models to fit penalised
> spline models in Currie<
> http://www.macs.hw.ac.uk/~iain/research/Currie.SM.pdf>(2013). He writes
> that -:
>
> "An alternative approach is to express the PGLM as a generalized linear
> mixed model
> (GLMM) and this also leads to an estimate of the smoothing parameter."
>
> I have searched for a reference on how to accomplish this, but to little
> avail. Does anyone have any experience in this?
>
> Kind regards,
> Ron
>
>         [[alternative HTML version deleted]]
>
> _______________________________________________
> R-sig-mixed-models at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>

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