Have you posted on R-sig-mixed-models? That would be more likely to yield useful responses than here.
-- Bert On Tue, Aug 7, 2012 at 3:02 PM, Andrew Digby <andrewdi...@mac.com> wrote: > > Despite lots of investigation, I haven't found any R packages might be > suitable for the following problem. I'd be very grateful for suggestions. > > I have three-way nested data, with a series of measures (obs) taken in quick > succession (equal time spacing) from each subject on different days. The > measures taken on the same day are temporally correlated, so I'd like to use > an AR1 correlation structure for those, but treat subjects and days as nested > random factors (random intercept) since there is little temporal correlation > between days. The response is binary. > > So I need a GLMM with a correlation structure. I've tried using GEE, but the > R packages can't cope with multilevel nested data. The only R function I've > found that can do this is glmmPQL. > > m <- glmmPQL(y ~ f1 * f2 * f3 + (1|subj/day), correlation=corAR1(form > =~obsno|subj/day)) > > f1 - f3 are fixed factors > > However, PQL estimation is not recommended for binary response data. With no > AIC and unreliable p values, model selection seems impossible! So my question > is: > > 1) are there any other functions which are suitable for a GLMM with > multilevel nested random effects and a AR1 correlation structure? Or is MCMC > the only option? > 2) to make things more complicated, I'd also like to include a varFunc > variance structure to cope with heterogeneity. Is this possible in ML methods > in R? I'd also like to extend to a multinomial response at a later stage. > > GEE seems the best bet, but I come unstuck with the three-way nested factors. > > Thanks for your help. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
