Is there any chance of development ofmultivariate linear mixed models for lme4
The way that I would like to approach this kind of model is to incorporate the variance-covariance of the multivariate response as a "pre-whitening" transformation. In the "Implemenentation" vignette in the lme4 package I describe the representation of a positive semi-definite matrix (i.e. a general variance-covariance matrix) as the product of a diagonal matrix and a unit lower-triangular matrix. That parameterization could be used for the variance-covariance of the multivariate response. (It may be necessary to constrain one of the diagonal elements of the diagonal matrix to 1 because of the profiling out of the scalar variance parameter.) Conditional on those parameters the model matrices and responses could be "pre-whitened" to a set of independent, constant-variance response and the corresponding model matrices. These would then update the ZXyt slot in the mer2 representation and the optimization could proceed from there. In lme we used a "nested" optimization. I think I would not recommend doing that here. I would try to do the optimization jointly. I imagine there would need to be another factor in the deviance that takes into account the variance-covariance structure of the responses. Generally I would like to regard the what I am now calling the mer2 representation (it will become the mer class later when I have all the necessary methods programmed) as a building block for models that extend the univariate linear mixed effects model. These include the generalized linear mixed effects model, the nonlinear mixed effects model, the multivariate linear mixed effects model, ...
On 2/2/07, Doran, Harold <HDoran at air.org> wrote:
I'm interested in seeing this as well. I too have a paper showing how to
estimate multivariate mixed models. But, I think it is necessary to
construct a patterned covariance matrix for the residual error and this
is not available in lmer.
@article{dora:lock:2006,
year ={2006},
author ={Harold C. Doran and J.R. Lockwood},
title ={Fitting value-added models in {R}},
volume ={31}.
number ={2},
journal ={Journal of Educational and Behavioral Statistics}
}
-----Original Message----- From: r-sig-mixed-models-bounces at r-project.org [mailto:r-sig-mixed-models-bounces at r-project.org] On Behalf Of Andrew Robinson Sent: Thursday, February 01, 2007 6:31 PM To: Ian Dworkin Cc: r-sig-mixed-models at r-project.org Subject: Re: [R-sig-ME] Is there any chance of development ofmultivariate linear mixed models for lme4 Hi Ian, I've been able to trick lme() into fitting multivariate mixed-effects models, and I don't think that I relied on any functionality that is not available within lmer at the present. I can send you what I did if you're interested. I wrote it up in: Robinson, A.P., 2004. Preserving correlation while modelling diameter distributions. Canadian Journal of Forest Research 34, 221--232. Mind you, the code was ugly and not terribly intuitive! Cheers Andrew On Thu, Feb 01, 2007 at 05:59:54PM -0500, Ian Dworkin wrote:
Hi, From what I gather this is a list primarily dedicated to the development of mixed model libraries for R. So I apologize
if this is
not the appropriate place for this. I am in the process of making the transition from SAS to
R. One of
the major procedures I use(d) in SAS was PROC MIXED, and I
am slowly
getting familiar with lmer. I was wondering if there is any discussion of working on the development of multivariate mixed models? Most of the data I am interested with is multivariate in nature, and univariate
methods tend
to be less useful. Not that PROC MIXED does this very
effectively, but
you can trick MIXED to do some multivariate models using
the repeated
statement and specifying an unstructured covariance matrix etc.. However the code is ugly and not very intuitive. Anyways, I am asking in the vain hope that something is being developed in lme4 for multivariate models. Thanks Ian
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