swMATH ID: 6517
Software Authors: Sophia Rabe-Hesketh; Anders Skrondal; Andrew Pickles; Colin Taylor; Stata Corporation; Bobby Gutierrez
Description: The program gllamm runs in the statistical package Stata and estimates GLLAMMs (Generalized Linear Latent And Mixed Models) by maximum likelihood (see help gllamm after installation). gllamm maximises the marginal log-likelihood using Stata’s version of the Newton Raphson Algorithm (ml with method d0). In the case of discrete random effects or factors, the marginal log-likelihood is evaluated exactly whereas numerical integration is used for continuous (multivariate) normal random effects or factors. Two methods are available for numerical integration: Quadrature or adaptive quadrature. In both cases it is essential to make sure that a sufficient number of quadrature points has been used by comparing solutions with different numbers quadrature points. In most cases adaptive quadrature will perform better than ordinary quadrature. This is particularly the case if the cluster sizes are large and the responses include (large) counts and/or continuous variables. Even where ordinary quadrature performs well, adaptive quadrature often requires fewer quadrature points making it faster.
Homepage: http://www.gllamm.org/
Dependencies: Stata
Keywords: Stata Journal; st0005; adaptive quadrature; gllamm; generalized linear mixed models; random-effects models; panel data; numerical integration; adaptive integration; multilevel models; clustered data
Related Software: Stata; R; Mplus; MLwiN; HLM; WinBUGS; lme4; LISREL; PROC NLMIXED; SAS/STAT; MIXOR; mlirt; runmlwin; nlme; SAS; BUGS; Latent GOLD; ltm; RcppArmadillo; EQS
Cited in: 63 Documents
Further Publications: http://www.gllamm.org/pub.html

Standard Articles

1 Publication describing the Software Year
Reliable estimation of generalized linear mixed models using adaptive quadrature Link
Sophia Rabe-Hesketh; Anders Skrondal; Andrew Pickles
all top 5

Cited by 123 Authors

8 Skrondal, Anders
7 Rabe-Hesketh, Sophia
3 Maruotti, Antonello
3 Pickles, Andrew R.
2 Alfò, Marco
2 Bacci, Silvia
2 Carpenter, James R.
2 Feddag, Mohand-Larbi
2 Goldstein, Harvey
2 Ren, Dianxu
2 Rockwood, Nicholas J.
2 Stone, Roslyn A.
2 Tao, Jian
2 Thoresen, Magne
2 Victoria-Feser, Maria-Pia
2 Zhang, Jiwei
1 Adedokun, Babatunde
1 Akinyemi, Odunayo
1 Aksoy, Ozan
1 An, Xinming
1 Banerjee, Trambak
1 Bellanger, Lise
1 Belloc, Filippo
1 Bentler, Peter M.
1 Bock, R. Darrell
1 Bosker, Roel J.
1 Bowden, Jack
1 Budtz-Jørgensen, Esben
1 Burgard, Jan Pablo
1 Cagnone, Silvia
1 Cai, Li
1 Capursi, Vincenza
1 Carey, Brenda
1 Caviezel, Valeria
1 Deeks, Jonathan J.
1 Dobson, Annette J.
1 Dörr, Patricia
1 Dunn, Graham
1 Dupuis-Lozeron, Elise
1 Dutta, Shantanu
1 Egger, Matthias
1 Eickhoff, Jens C.
1 Ellis, Justine A.
1 Gou, Jianwei
1 Grilli, Leonardo
1 Grün, Bettina
1 Guerrier, Stéphane
1 Gurrin, Lyle C.
1 Harbord, Roger M.
1 Hargreaves Heap, Shaun P.
1 Harrap, Stephen B.
1 Hedeker, Donald R.
1 Huber, Philippe
1 Hui, Francis K. C.
1 Iannario, Maria
1 Ippel, L.
1 Kabaila, Paul V.
1 Kaptein, Maurits Clemens
1 Kateri, Maria
1 Kenward, Michael G.
1 Kornely, Mia J. K.
1 Kuha, Jouni
1 Laake, Petter
1 Lagona, Francesco
1 Le Strat, Yann
1 Le Tertre, Alain
1 Lee, Sik-Yum
1 Lee, Yongwoong
1 Leisch, Friedrich
1 Levin, Kate A.
1 Li, He
1 Lu, Jing
1 Lucas, Jean-Paul
1 Ma, Yanyuan
1 Maracy, Mohammad
1 Marino, Maria Francesca
1 Monari, Paola
1 Moustaki, Irini
1 Mukherjee, Gourab
1 Ng, Edmond S. W.
1 Niku, Jenni
1 Omigbodun, Olayinka
1 Onslow, Mark
1 Petrella, Lea
1 Rampichini, Carla
1 Ranathunga, Nishika
1 Raponi, Valentina
1 Rasbash, Jon
1 Rösch, Daniel
1 Ryan, Louise Marie
1 Sánchez, Brisa N.
1 Scaillet, Olivier
1 Scheule, Harald
1 Schilling, Stephen
1 Scurrah, Katrina J.
1 Sébille, Véronique
1 Snijders, Tom A. B.
1 Steele, Fiona
1 Sterne, Jonathan A. C.
1 Sulis, Isabella
...and 23 more Authors

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