- Generalized linear mixed model
statistics, a generalized linear mixed model (GLMM) is a particular type of mixed model( multilevel model). It is an extension to the generalized linear modelin which the linear predictor contains random effectsin addition to the usual fixed effects. These random effects are usually assumed to have a normal distribution.
Fitting such models by
maximum likelihoodinvolves integrating over these random effects. In general, these integrals cannot be expressed in analytical form. Various approximate methods have been developed, but none has good properties for all possible models and data sets (ungrouped binary databeing particularly problematic). For this reason, methods involving numerical quadratureor MCMChave increased in use as increasing computing power and advances in methods have made them more practical.
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