[R-sig-ME] Please help on glmer in lme4

[lia moris]

Dear R,


The stage 1 (nAGQ=0) use the initial values for theta by default and initial values for beta is obtained from a generalized linear model fit. The stage 2 initial values are theta estimated from stage 1 and initial values for beta the same ones from stage 1, right?



Thank's!


Lia


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[Ben Bolker]

Not quite, I think. It's *much* more obscure than it should be, but I
believe that the initial GLM fixed-effects parameters in both stages are
set to a vector of zeros, not to the results of an initial GLM fit. (In
the nAGQ=0 phase, the fixed effects parameters are profiled out, not
used as part of the high-level optimization.) The following two lines
are the proof (not at all obvious!)

https://github.com/lme4/lme4/blob/5071612b79bbc86ef7ae185249baf18c62afca56/R/modular.R#L430

https://github.com/lme4/lme4/blob/5071612b79bbc86ef7ae185249baf18c62afca56/R/AllClass.R#L80

Post by lia moris
Dear R,
The stage 1 (nAGQ=0) use the initial values for theta by default and
initial values for beta is obtained from a generalized linear model
fit. The stage 2 initial values are theta estimated from stage 1 and
initial values for beta the same ones from stage 1, right?
Thank's!
Lia
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