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Description

Case-Wise and Cluster-Wise Derivatives for Mixed Effects Models.

Compute case-wise and cluster-wise derivative for mixed effects models with respect to fixed effects parameter, random effect (co)variances, and residual variance. This material is partially based on work supported by the National Science Foundation under Grant Number 1460719.

merDeriv

merDeriv is a free, open source R package for computing derivatives of mixed models estimated via lme4. Allows users to compute scores (casewise/clusterwise first derivatives of likelihood function) and variance-covariance matrix of all estimated parameters, including random effect (co)variances. The authors acknowledge support from NSF grant 1460719. The contents of this package are those of the authors and do not reflect the views of the National Science Foundation.

For further information, see:

Wang, T. & Merkle, E. C. (2018). Derivative Computations and Robust Standard Errors for Linear Mixed Effects Models in lme4. Journal of Statistical Software, 87(1), 1-16. DOI: 10.18637/jss.v087.c01

Metadata

Version

0.2-4

License

Unknown

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