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ordered multinomial mixed model

On 27 May 2011 17:03, Thomas Mang <thomasmang.ng at googlemail.com> wrote:
You are right; the lme4 package does not provide functions to fit
ordinal mixed models - at least not without modifications. However,
there are other CRAN (e.g., ordinal and MCMCglmm) and R-Forge (e.g.,
ordinal2) packages that does so.
This is a good idea - so good in fact that others have had it before.
Recently Ken Knoblauch posted the polmer function to this list based
on this idea and using glmer
(https://stat.ethz.ch/pipermail/r-sig-mixed-models/2011q1/005069.html).
I am not sure if polmer is exactly the translation of your description
into an R function, but it seems to me that it is fairly close.

The only source in the literature to propose this approach that I am
aware of is Winship, C. and R. D. Mare (1984). Regression models with
ordinal variables. American Sociological Review 49 (4), pp. 512-525. -
a very nice paper by the way.
I think of the "different covariate effects for different response
levels" as the effect of that covariate being 'nominal' or un-ordered
rather than 'ordinal'. This is essentially what Peterson and Harrell
(1990) [Partial Proportional Odds Models for Ordinal Response
Variables, Applied Statistics, Vol. 39, No. 2. pp. 205-217] denoted
"partial proportional odds" for the proportional odds model. The clm
(clmm) function in package ordinal fits cumulative link (mixed) models
[in you terminology these are ordered multinomial mixed models with a
link function of your choice] allowing for some predictors having
these nominal effects rather than the usual ordinal effects.
This approach (or at least the one detailed by Winship and Mare /
polmer) gives impressively accurate ML estimates considering that it
is an approximate procedure, but the standard errors are often much
too low - the "too many df" is one way to understand this behavior.
Strictly speaking REML is only defined for linear mixed models, but
extensions of REML or REML-like procedures to more general
(generalized and other non-linear) models have been proposed. I am not
sure what you mean by REML fitting in this situation...
I would suggest using one of the existing packages that provide the
functionality you are looking for. I am the author of ordinal and
ordinal2, so I know what these packages are doing, and I would be
happy to discuss implementation of ordinal mixed models and
approximations in more detail, but perhaps this is more appropriate of
list.

Cheers,
Rune