Re: [R] EM algorithm to find MLE of coeff in mixed effects model

2012-07-05 Thread Jie
g site like MediaFire and post the link here. > John Kane > Kingston ON Canada > > > > -Original Message- > > From: jimmycl...@gmail.com > > Sent: Wed, 4 Jul 2012 22:56:02 -0400 > > To: pauljoh...@gmail.com > > Subject: Re: [R] EM algorithm to find

Re: [R] EM algorithm to find MLE of coeff in mixed effects model

2012-07-05 Thread John Kane
> To: pauljoh...@gmail.com > Subject: Re: [R] EM algorithm to find MLE of coeff in mixed effects model > > Dear Paul, > > Thank you for your suggestion. I was moved by the fact that people are so > nice to help learners and ask for nothing. > With your help, I made some changes to m

Re: [R] EM algorithm to find MLE of coeff in mixed effects model

2012-07-04 Thread Jie
Dear Paul, Thank you for your suggestion. I was moved by the fact that people are so nice to help learners and ask for nothing. With your help, I made some changes to my code and add more comments, try to make things more clear. If this R email list allow me to upload a pdf file to illustrate the

Re: [R] EM algorithm to find MLE of coeff in mixed effects model

2012-07-03 Thread Paul Johnson
On Tue, Jul 3, 2012 at 12:41 PM, jimmycloud wrote: > I have a general question about coefficients estimation of the mixed model. > I have 2 ideas for you. 1. Fit with lme4 package, using the lmer function. That's what it is for. 2. If you really want to write your own EM algorithm, I don't feel

[R] EM algorithm to find MLE of coeff in mixed effects model

2012-07-03 Thread jimmycloud
I have a general question about coefficients estimation of the mixed model. I simulated a very basic model: Y|b=X*\beta+Z*b +\sigma^2* diag(ni); b follows N(0,\psi) #i.e. bivariate normal where b is the latent variable, Z and X are ni*2