Description Usage Arguments Details Value Note References See Also Examples

`mhglm`

is used to fit a moment hierarchical generalized linear model of one level.
`mhglm_ml`

is used to fit a moment hierarchical generalized linear model of arbitrary number of levels
(including one level).

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 | ```
mhglm(formula, family = gaussian, data, weights, subset,
na.action, start = NULL, etastart, mustart, offset,
control = list(), model = TRUE, method = "mhglm.fit",
x = FALSE, z = FALSE, y = TRUE, group = TRUE,
contrasts = NULL)
mhglm.fit(x, z, y, group, weights = rep(1, nobs),
start = NULL, etastart = NULL, mustart = NULL,
offset = rep(0, nobs), family = gaussian(),
control = list(), intercept = TRUE, dispersion = NULL)
mhglm_ml(formula, family = gaussian, data, weights, subset,
na.action, start = NULL, etastart, mustart, offset,
control = list(), model = TRUE, method = "mhglm_ml.fit",
x = FALSE, z = FALSE, y = TRUE, group = TRUE,
contrasts = NULL)
mhglm_ml.fit(x, z, y, group, weights = rep(1, nobs),
start = NULL, etastart = NULL, mustart = NULL,
offset = rep(0, nobs), family = gaussian(),
control = list(), intercept = TRUE)
``` |

```
formula, family, data, weights, subset, na.action, start, etastart,
mustart, offset, model, contrasts, intercept
``` |
These arguments
are analogous to the similarly-named arguments for the |

`control` |
a list of parameters for controlling the fitting
process. For |

`method` |
the method to be used in fitting the model. The default
method |

`x, z, y, group` |
For For For |

`dispersion` |
If |

These functions are analogues of `glm`

and
`glm.fit`

, meant to be used for fitting hierarchical
generalized linear models. A typical predictor has the form
`response ~ terms + (reterms | group)`

where
`response`

is the (numeric) response vector, `terms`

is a
series of terms which specifies a linear predictor for
`response`

, `reterms`

is a series of terms with random
coefficients (effects), and `group`

is a grouping factor; observations
with the same grouping factor share the same random effects.

`mhglm`

and `mhglm.fit`

only allow one random effect term,
along with a single level of hierarchy.
`mghlm_ml`

and `mhglm_ml.fit`

allow multiple random effect terms so
long as levels of random effects are hierarchically nested. If the random
effect design matrices are the same for each level, a predictor has the form
`response ~ terms + (reterms | g1/.../gQ)`

. If the random effects design
matrices differ from level to level, colons are used to delineate the nesting
structure; for example,
`response ~ fe + (re1 | g1) + (re2 | g2:g1) + (re3 | g3:g2:g1)`

.

`mhglm`

allows `||`

in the formula
`response ~ terms + (reterms || group)`

to indicate that random effects
are independent, that is the random effects covariance matrix has non-zero
value only on its diagonal.
`mhglm_ml`

currently does not support `||`

, to indicate indpenedent
random effects, set `control=list(diagcov = TRUE)`

.

`mhglm`

returns an object of class inheriting from `"mhglm"`

.
`mhglm_ml`

returns an object of class inheriting from `"mhglm_ml"`

.

The function `summary`

can be used to obtain or print a summary
of the results.

The generic accessor functions `fixef`

, `ranef`

,
`VarCorr`

, `sigma`

, `fitted.values`

and
`residuals`

can be used to extract various useful features of the
value returned by `mhglm`

or `mhglm_ml`

.

If the moment-based random effect covariance is not positive-semidefinite, then a warning will be issued, and a projection of the estimate to the positive-semidefinite cone will be used instead.

P. O. Perry (2017) "Fast moment-based estimation for hierarchical models."

N. Zhang, K. Schmaus, and P. O. Perry (2018) "Fitting deeply-nested hierarchical models to a large book review dataset using moment-based estimators."

`terms.mhglm`

, `model.matrix.mhglm`

, and
`predict.mhglm`

for `mhglm`

methods, and the
generic functions `fitted.values`

, `residuals`

,
`summary`

, `vcov`

, and `weights`

.

Generic functions `fixef`

, `ranef`

,
`VarCorr`

, and `sigma`

for features
related to mixed effect models.

`glmer`

(package lme4) for
fitting generalized linear mixed models with likelihood-based estimates.

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 | ```
library(lme4)
## The following examples are adapted from lme4:
(fm1 <- mhglm(Reaction ~ Days + (Days | Subject), gaussian, sleepstudy))
(fm2 <- mhglm(Reaction ~ Days + (Days || Subject), gaussian, sleepstudy))
(gm <- mhglm(cbind(incidence, size - incidence) ~ period + (1 | herd),
data = cbpp, family = binomial))
## The following examples are for multilevel models
g_data <- mhglm_sim(n = 30, m_per_level = c(10, 5, 2), sd_intercept = c(1, 1, 1),
sd_slope = c(1, 1, 1), family = "gaussian", seed = 12345)
(m1 <- mhglm_ml(y ~ 1 + x + (1 + x | g1/g2/g3), gaussian, g_data))
# or equivalent
(m2 <- mhglm_ml(y ~ 1 + x + (1 + x | g1) + (1 + x | g2:g1) + (1 + x | g3:g2:g1),
gaussian, g_data))
``` |

mbest documentation built on May 25, 2018, 9:04 a.m.

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