Date: Mon, 1 Nov 2010 07:53:22 +0100
From: Rune Haubo <rhbc at imm.dtu.dk>
To: Murray Jorgensen <maj at waikato.ac.nz>
Cc: R Mixed Models <r-sig-mixed-models at r-project.org>
Subject: Re: [R-sig-ME] John Nelder and Nelder-Lee HGLMs
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The most recent discussion of the h-likelihood framework that I have
seen was in Statistical Science, 2009, vol. 24, no.3: Inference for
Models with Unobservables: Another view by Lee and Nelder. I found the
following discussion very interesting --- in particular the
contribution by Xiao-Li Meng, which touches upon the, in some
respects, shaky theoretical foundation of the h-likelihood framework.
In addition one gets humorous references to the De Vinci Code.
Best,
Rune
On 1 November 2010 04:27, Murray Jorgensen <maj at waikato.ac.nz> wrote:
Thanks to those who responded to me both publicly and privately.
It seems that the package hglm answers my last question and Section 10 of
its vignette is one answer to my first question.
I would still be interested in pointers to more discussion of these matters.
Cheers, ?Murray
On 1/11/2010 12:34 p.m., Murray Jorgensen wrote:
[...]
I wonder if members of this list can point me to discussions, critical
or supportive, of Lee and Nelder's models and methods. Of course I am
aware of the discussion of their JRSS paper so you needn't remind me of
that.
Also, is anyone aware if someone is planning to implement HGLMs, by any
estimation method, in R?
Best wishes, Murray
--
Dr Murray Jorgensen ? ? ?http://www.stats.waikato.ac.nz/Staff/maj.html
Department of Statistics, University of Waikato, Hamilton, New Zealand
Email: maj at waikato.ac.nz ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ?Fax 7 838 4155
Phone ?+64 7 838 4773 wk ? ?Home +64 7 825 0441 ? Mobile 021 0200 8350