REML=TRUE with non-Gaussian responses
This is a good question, but we (I) need to know a little bit more about the level of explanation you're looking for. In a book chapter of mine (Chapter 13 in Fox et al., Ecological statistics: contemporary theory and application) I wrote A broader way of thinking about REML is that it describes any statistical method where we integrate over the fixed effects when estimating the variances. That's clear, but very short. Or you might prefer: Bellio and Brazzale Stat Comput (2011) 21: 173?183DOI 10.1007/s11222-009-9157-4 The restricted likelihood function was originally defined as the marginal likelihood of a set of residual contrasts (Patterson and Thompson1971). Alternatively, it may be computed as an integrated likelihood following a Bayesian argument (Stiratelli et al.1984), or as a modified profile likelihood function (Severini2000, Chap. 9). Millar's book says (in section 9.3): For normal linear models (including mixed-effects models), parameters ? (the variance parameters) and ? ? ? (the regression coefficients) are orthogonal, and the Laplace approximation in (9.18) is exact since the log-likelihood is quadratic in ?. It follows that REML is equivalent to integrated likelihood in these models. This equivalence was first reported by Harville (1974) ... Harville, D. A. (1974) Bayesian inference for variance components using only error contrasts, Biometrika 61: 383?385. So; can you say a little more about what you mean by "I would like to understand what this exactly does"?
On 2020-03-24 1:59 p.m., Maira Fatoretto wrote:
Hello, I have a question about glmmTMB, when I using REML=TRUE for binomial family. They suggest It may also be useful in some cases with non-Gaussian responses (Millar 2011). However, I would like to understand what this exactly does because in Millar (2011) there is not a clear explication about this. Thank you.