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.


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.

| cite | improve this answer | |
  • 2
    $\begingroup$ See also the INLA package and papers by Havard Rue. $\endgroup$ – guest Dec 1 '11 at 8:19
  • 1
    $\begingroup$ Is there any literature on Laplace approximation for discrete distribution? $\endgroup$ – user1061210 Apr 30 '12 at 15:14

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.