glmer.nb {lme4} | R Documentation

## 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))

### 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`.

### Value

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

### Note

For historical reasons, the shape parameter of the negative binomial and the random effects parameters in our (G)LMM models are both called `theta` (θ), but are unrelated here.

The negative binomial θ can be extracted from a fit `g <- glmer.nb()` by `getME(g, "glmer.nb.theta")`.

Parts of `glmer.nb()` are still experimental and methods are still missing or suboptimal. In particular, there is no inference available for the dispersion parameter θ, yet.

### 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

    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

    ## End(Not run)

[Package lme4 version 1.1-11 Index]