I am trying to learn brms package for multilevel modeling. A reproducible code is as below:
library(MCMCglmm)
library(nlme)
library(lme4)
library(brms)
data(MathAchieve,package='nlme')
data(MathAchSchool,package='nlme')
dat=merge(MathAchSchool,MathAchieve,by='School')
str(dat)
set.seed(23429989)
m1=brm(MathAch~1+(1|School),dat)
m2=lmer(MathAch~1+(1|School),dat)
system.time(lmer(MathAch~1+(1|School),dat))
user system elapsed
0.054 0.002 0.056
system.time(brm(MathAch~1+(1|School),dat))
user system elapsed
124.646 5.787 143.627
While the model seems run properly, it runs much slower than a frequentist MLM model (e.g., using lmer()) even for an intercept-only model. What did I miss? Thank you very much.