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GLMM's with quadrature

2 messages · Boylan, Ross, Ben Bolker

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There seems to be a pattern here of the quadrature, or at least the >1d quadrature being dropped.  Is it that the previous implementations were deemed unreliable?  Quadrature can be important in getting accurate results.

Ross Boylan
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On 14-12-10 03:58 PM, Boylan, Ross wrote:
In the case of lme4 it wasn't unreliability, it was just the hassle
of reimplementing the general case.  It's not out of the question,
it's just a matter of time and effort.  Pull requests are welcome!

I have a few notes on vector-valued GH at:

 http://htmlpreview.github.com/?https://github.com/lme4/lme4/blob/master/misc/notes/laplDiag.html

  Dave, can ADMB do G-H with vector-valued random effects?
http://otter-rsch.com/admbre/admbre.pdf says GH applies:

In the situation where the model is separable of type ?block diagonal
Hessian? with only a single random effect in each block (see Section 2.4)

  it sounds to me like this excludes vector-value random effects, but
I could be mistaken ...
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