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glmmPQL Help: Random Effect and Dispersion Parameter

Hi:

glmmPQL has been around a while, and I suspect it was not meant to
handle crossed random effects. This was one of the original
motivations for the lme4 package, and it seems to work there, although
it's using Gauss-Hermite approximations to the likelihood rather than
PQL:

library(lme4)
mod1 <- lmer(y ~ 1 + (1 | beta) + (1 | alpha), data = simu)
Linear mixed model fit by REML ['summary.mer']
Formula: y ~ 1 + (1 | beta) + (1 | alpha)
   Data: simu
REML criterion at convergence: 584.4204

Random effects:
 Groups   Name        Variance Std.Dev.
 alpha    (Intercept) 3.11128  1.7639
 beta     (Intercept) 0.17489  0.4182
 Residual             0.05405  0.2325
Number of obs: 1500, groups: alpha, 100; beta, 5

Fixed effects:
            Estimate Std. Error t value
(Intercept)   2.9167     0.2572   11.34

Hopefully that's closer to what you had in mind. If not, take a look
at Ben Bolker's GLMM wiki:

http://glmm.wikidot.com/faq

BTW, thank you for the nice reproducible example.

Dennis
On Thu, Jun 23, 2011 at 9:16 PM, Yue Yu <parn.yy at gmail.com> wrote: