lme4 (version 1.1-21)

glmer.nb: Fitting Negative Binomial GLMMs

Description

Fits a generalized linear mixed-effects model (GLMM) for the negative binomial family, building on glmer, and initializing via theta.ml from MASS.

Usage

glmer.nb(…, interval = log(th) + c(-3, 3),
         tol = 5e-5, verbose = FALSE, nb.control = NULL,
         initCtrl = list(limit = 20, eps = 2*tol, trace = verbose,
                         theta = NULL))

Arguments

…

arguments as for glmer(.) such as formula, data, control, etc, but not family!

interval

interval in which to start the optimization. The default is symmetric on log scale around the initially estimated theta.

tol

tolerance for the optimization via optimize.

verbose

logical indicating how much progress information should be printed during the optimization. Use verbose = 2 (or larger) to enable verbose=TRUE in the glmer() calls.

nb.control

optional list, like glmerControl(), used in refit(*, control = control.nb) during the optimization.

initCtrl

(experimental, do not rely on this:) a list with named components as in the default, passed to theta.ml (package MASS) for the initial value of the negative binomial parameter theta. May also include a theta component, in which case the initial estimation step is skipped

Value

An object of class glmerMod, for which many methods are available (e.g. methods(class="glmerMod")), see glmer.

See Also

glmer; from package MASS, negative.binomial (which we re-export currently) and theta.ml, the latter for initialization of optimization.

The ‘Details’ of pnbinom for the definition of the negative binomial distribution.

Examples

# NOT RUN {
set.seed(101)
dd <- expand.grid(f1 = factor(1:3),
                  f2 = LETTERS[1:2], g=1:9, rep=1:15,
          KEEP.OUT.ATTRS=FALSE)
summary(mu <- 5*(-4 + with(dd, as.integer(f1) + 4*as.numeric(f2))))
dd$y <- rnbinom(nrow(dd), mu = mu, size = 0.5)
str(dd)
require("MASS")## and use its glm.nb() - as indeed we have zero random effect:
# }
# NOT RUN {
m.glm <- glm.nb(y ~ f1*f2, data=dd, trace=TRUE)
summary(m.glm)
m.nb <- glmer.nb(y ~ f1*f2 + (1|g), data=dd, verbose=TRUE)
m.nb
## The neg.binomial theta parameter:
getME(m.nb, "glmer.nb.theta")
LL <- logLik(m.nb)
## mixed model has 1 additional parameter (RE variance)
stopifnot(attr(LL,"df")==attr(logLik(m.glm),"df")+1)
plot(m.nb, resid(.) ~ g)# works, as long as data 'dd' is found
# }