Reference for generalized linear mixed models using Laplace approximation

Question

I'm fitting a generalized linear mixed model in R using the Laplace approximation. I'm looking for a reference for the Laplace approximation used for that, or a reference regarding the comparison between the PQL and Laplace methods for fitting generalized linear mixed models.

score 8 · Answer 1 · answered Nov 30 '11 at 14:20

8

Here are some papers:

Breslow and Clayton, 1993: Approximate Inference in Generalized Linear Mixed Models.

Tierney and Kadane, 1986: Accurate Approximations for Posterior Moments and Marginal Densities.

Breslow, 2003: Whither PQL?.

Tuerlinckx, et al. 2006: Statistical Inference in generalized linear mixed models: A review.

Wolfinger, 1993: Laplace's approximation for nonlinear mixed models.

Vonesh, 1996: A Note on the Use of Laplace's Approximation for Nonlinear Mixed-Effects Models.

answered Nov 30 '11 at 14:20

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See also the `INLA` package and papers by Havard Rue. – guest Dec 01 '11 at 08:19
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Is there any literature on Laplace approximation for discrete distribution? – user1061210 Apr 30 '12 at 15:14

Reference for generalized linear mixed models using Laplace approximation

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