Message-ID: <4737E17E7C8C3C4A8B5C1CE5346371D48A64A90A@EXCH06S.adqimr.ad.lan>
Date: 2016-09-06T00:10:02Z
From: David Duffy
Subject: Does the “non-independent" data structure defined in mixed models follow the “independency” defined by probability theory?
In-Reply-To: <CAFW8ByqR9WrjeDv6RuxiV2jWNP=PK4GZ3kzve3=mzePFu2zCXg@mail.gmail.com>
> In practice having correlation across groups seems to distort the
> distribution of the random effect causing some groups to be clustered. In
> extreme cases the random effect can become multimodal.
Further to this, there are nonparametric maximum likelihood (and Bayesian) mixed models that might be useful for this kind of situation - the distribution of the random effects is modelled as a finite mixture (of eg normals) to be estimated. The npmlreg package implements Murray Aitkin's approach.