structured random effects

Spencer Graves <spencer.graves at pdf.com> writes:

      Have you considered "lme"?  For applications like this, I highly
recommend Pinheiro and Bates (2000) Mixed-Effects Models in S and
S-Plus (Springer).  I failed to produce anything with "lme" until I
read this book.     hope this helps.  spencer graves

Actually lme is better suited to nested designs than to crossed
designs and lme doesn't handle generalized linear mixed models.

GLMM from package lme4 does handle generalized linear mixed models but
does not handle crossed random effects easily.

I'm working on code that will handle nested, crossed and partially
crossed random effects but it will be some time before it appears in a
finished package

David Firth wrote:

Are there facilities in R or packages to estimate the parameters of
a (generalized) linear mixed model like this one: the design is
crossed, and response $y_{ij}$ relates to fixed and random effects
through a linear predictor

\[
      \eta_{ij} = \beta x_{ij} + U_i - U_j
\]
where $U_1, U_2, \ldots$ are iid $N(0, \tau^2)$.

Any suggestions would be welcomed.

David

Professor David Firth
Dept of Statistics
University of Warwick
Coventry CV4 7AL
United Kingdom

Voice: +44 (0)247 657 2581
Fax:   +44 (0)247 652 4532
Web:   http://www.warwick.ac.uk/go/dfirth

-- 
Douglas Bates                            bates at stat.wisc.edu
Statistics Department                    608/262-2598
University of Wisconsin - Madison        
http://www.stat.wisc.edu/~bates/