LAM-package {LAM}R Documentation

Some Latent Variable Models

Description

Includes some procedures for latent variable modeling with a particular focus on multilevel data. The 'LAM' package contains mean and covariance structure modelling for multivariate normally distributed data (mlnormal(); Longford, 1987; <doi:10.1093/biomet/74.4.817>), a general Metropolis-Hastings algorithm (amh(); Roberts & Rosenthal, 2001, <doi:10.1214/ss/1015346320>) and penalized maximum likelihood estimation (pmle(); Cole, Chu & Greenland, 2014; <doi:10.1093/aje/kwt245>).

Details

The LAM package contains the following main functions:

Author(s)

Alexander Robitzsch [aut,cre]

Maintainer: Alexander Robitzsch <robitzsch@ipn.uni-kiel.de>

References

Cole, S. R., Chu, H., & Greenland, S. (2013). Maximum likelihood, profile likelihood, and penalized likelihood: a primer. American Journal of Epidemiology, 179(2), 252-260. doi:10.1093/aje/kwt245

Longford, N. T. (1987). A fast scoring algorithm for maximum likelihood estimation in unbalanced mixed models with nested random effects. Biometrika, 74(4), 817-827. doi:10.1093/biomet/74.4.817

Roberts, G. O., & Rosenthal, J. S. (2001). Optimal scaling for various Metropolis-Hastings algorithms. Statistical Science, 16(4), 351-367. doi:10.1214/ss/1015346320

Examples

  ##  > library(LAM)
  ##  ## LAM 0.0-4 (2017-03-03 16:53:46)
  ##
  ##   __         ______     __    __
  ##  /\ \       /\  __ \   /\ "-./  \
  ##  \ \ \____  \ \  __ \  \ \ \-./\ \
  ##   \ \_____\  \ \_\ \_\  \ \_\ \ \_\
  ##    \/_____/   \/_/\/_/   \/_/  \/_/
  ##

[Package LAM version 0.7-22 Index]