glmmPQL does not fit by maximum likelihood, and what is being quoted is not a likelihood for the original problem.
On Fri, 21 Nov 2003, Andrew Perrin wrote: > Greetings- > > a reviewer for a paper of mine noted an anomaly in some models I ran using > glmmPQL (from the MASS package). Specifically, the models are three-level > hierarchical probit models estimated using PQL under R. The anomaly is > that the log-likelihoods decrease (or, alternatively -2logLik increases) > as variables are added to the null model. This is unusual, and I'm trying > to figure out how to interpret it. I've found some indication (e.g., at > http://www.ssicentral.com/hlm/hlm00150.htm) that PQL estimation doesn't > produce meaningful log-likelihoods, but I'm suspicious of that claim. Any > comments or advice would be helpful. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help