Software notes

R

R packages:

  • lme4 (glmer)
    • very full-featured in terms of random effects structure (nested and crossed, applied to any parameter), offsets, etc., but still in rapid development and not thoroughly documented. Laplace and AGQ
  • MASS (glmmPQL)
    • PQL only, but very flexible (front end for nlme random effects, so allows spatial, temporal correlation structures etc.)
  • glmmML
    • AGQ of random-intercept (single random effect) models, some bootstrap capability
  • glmmADMB
    • Laplace of various models; includes negative binomial. Rough edges.
  • glmmAK
  • MCMCglmm
  • glmmBUGS
    • generates BUGS model files from model specification. Nested random effects only?
  • RLRsim
    • restricted likelihood tests of variance components by randomization
  • hglm
    • Generalized linear models with random effects (based on the h-likelihood). Estimation with hierarchical generalized linear models

SAS

  • PROC GLIMMIX
    • previously only PQL, but now (version 9.2) does Laplace and AGQ as well
  • PROC NLMIXED
    • very flexible in terms of models etc., but multiple/crossed random effects tricky
  • PROC GENMOD (repeated statement)

Genstat

  • asREML
  • HGLM methods?

others

  • MLWin, ?
  • WinBUGS etc.
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