====== GEM² - GRUPO DE ESTUDO EM MODELOS MISTOS ====== ==== Objetivo ==== **Geral** - Estudar modelos misto em uma abordagem teórica e computacional **Especificos, Abordodagem em:** - Experimentação Agropecuária - Genética - Modelagem Ambiental ---- ==== Participantes: ==== * [[pessoais:paulojus|Paulo Justiniano Ribeiro Jr]] * [[pessoais:silvia|Silvia Emiko Shimakura]] * [[pessoais:elias|Elias Teixeira Krainski]] * [[pessoais:wbonat|Wagner Hugo Bonat]] * [[pessoais:walmes|Walmes Marques Zeviani]] * [[pessoais:fernanda| Fernanda Bührer Rizzato]] * [[pessoais:cesar| Cesar Taconeli]] * [[pessoais:eder|Eder David Borges da Silva]] * [[pessoais:Renato.oliveira|Renato Gonçalves de Oliveira]] ---- ==== Scripts & Códigos==== * {{:pessoais:mixedeffects.r|Random Effects - Faraway}} * {{:pessoais:reml.r|REML e ML}} Comparação entre verossimilhança (ML) e verossimilhança residual (REML) em modelos mistos * [[http://www.maths.bath.ac.uk/~jjf23/ELM/scripts/|Scritps]] Extending the Linear Model with R * [[http://www.maths.bath.ac.uk/~jjf23/ELM/mixchange.pdf| Random Effects]] Material Atualizado do livro * {{:pessoais:pql.r|PQL para dados Poisson com efeito aleatório individual não estruturado (Silvia)}} ---- ==== Artigos ==== *{{http://www.jstor.org/stable/pdfplus/2527669.pdf|The Estimation of Environmental and Genetic Trends from Records Subject to Culling}} * {{http://www.sciencedirect.com/science/article/pii/S0022030278835905|Simulation of Examine Distributions of Estimators of Variances and Ratios of Variances}} * {{http://www.jstor.org/stable/3001853|Estimation of Variance and Covariance Components}} * {{http://www.sciencedirect.com/science/article/pii/S0022030291786013|C. R. Henderson: Contributions to Predicting Genetic Merit}} * {{http://download.journals.elsevierhealth.com/pdfs/journals/0022-0302/PIIS002203027584776X.pdf|Rapid Method for Computing the Inverse of a Relationship Matrix}} * {{http://www.jstor.org/pss/2529339|A simple method for computing the inverse of a numerator relationship matrix used in prediction of breeding values}} * {{http://www.jstor.org/stable/2529430?&Search=yes&searchText=%22C.+R.+Henderson%22&list=hide&searchUri=%2Faction%2FdoBasicSearch%3FQuery%3Dau%253A%2522C.%2BR.%2BHenderson%2522%26wc%3Don&prevSearch=&item=3&ttl=373&returnArticleService=showFullText|Best Linear Unbiased Estimation and Prediction under a Selection Model}} * {{http://www.jstor.org/stable/2530609?&Search=yes&searchText=%22C.+R.+Henderson%22&list=hide&searchUri=%2Faction%2FdoBasicSearch%3FQuery%3Dau%253A%2522C.%2BR.%2BHenderson%2522%26wc%3Don&prevSearch=&item=5&ttl=373&returnArticleService=showFullText|Variance-Covariance Matrix of Estimators of Variances in Unweighted Means ANOVA}} * {{http://www.jstor.org/stable/2529264?seq=10|A Comparison of Variance Component Estimators}} ==== Slides, notas de aula e apostilas ==== * {{http://socserv.mcmaster.ca/jfox/Courses/soc761/mixed-models-1.pdf|John Fox - Introduction to Mixed-Effects Models for Hierarchical and Longitudinal Data (I)}}; * {{http://socserv.mcmaster.ca/jfox/Courses/soc761/mixed-models-2.pdf|John Fox - Introduction to Mixed-Effects Models for Hierarchical and Longitudinal Data (II)}}; * {{http://www-m4.ma.tum.de/courses/WS09-10/glm/GLM_LecNotes.pdf|Claudia Czado - Lecture Notes on Linear Mixed Models}}; * {{http://mcs.une.edu.au/~stat504/StudyGuide/UNEnotes.pdf|R. D. Murison - Mixed Models Lecture Notes}}; * {{http://gbi.agrsci.dk/~ejo/publications/preprints/2001.04.i.pdf|Søren Højsgaard & Erik Jørgensen - Lecture Slides on Mixed Models}}; * {{http://plantecology.syr.edu/fridley/bio793/nichenotes_portal.html|Jason Fridley - Lecture notes from Bio793: Plant Ecology/Niche modeling/Modeling in R}}; * {{http://www.stat.uga.edu/~dhall/8630/lec1.pdf|Mixed-Effect Models and Longitudinal Data Analysis -- Lecture Notes}}; * {{http://mypage.iu.edu/~ehouswor/Spring2006/Math761/LectureNotes.pdf|Elizabeth Ann Housworth - Lecture Notes for M761: Topics in Applied Statistics}}; * {{http://idiom.ucsd.edu/~rlevy/lign251/fall2007/|Roger Levy - Linguistics 251: Probabilistic Methods in Linguistics}}; * {{http://www.public.iastate.edu/~dnett/S511/lectures.shtml|Dan Nettleton - Statistics 511 Lecture Notes}}; * {{https://www.stat.washington.edu/hoff/courses/560/LectureNotes/notes.pdf|Peter D. Hoff - CSSS-Statistics 560 Lecture Notes}}; * {{http://joyx.joensuu.fi/~lamehtat/documents/lecture_notes.pdf|Lauri Mehtätalo - Forest biometrics with examples in R}}; * {{http://www.stat.sc.edu/~hansont/stat771/stat771.html|Tim Hanson - Stat 771: Longitudinal Data Analysis}}; * {{http://www.stat.rutgers.edu/home/mxie/stat587/glmm1.pdf|Lectures notes on generalized mixed models}}; * {{http://rweb.stat.ucla.edu/lme4/|yeroon.net/lme4 R Web Application}}; * {{http://www.unil.ch/webdav/site/ee/shared/WorkshopD.pdf|Douglas Bates - Mixed models in R using the lme4 package}}; * {{http://www.stat.wisc.edu/~bates/PotsdamGLMM/LMMD.pdf|Douglas Bates - Fitting Linear Mixed-Effects Models Using the lme4 Package in R}}; * {{http://www.stat.wisc.edu/~bates/PotsdamGLMM/GLMMD.pdf|Douglas Bates - Generalized Linear and Nonlinear Mixed-Effects Models}}; * Douglas Bates Tour em {{http://lme4.r-forge.r-project.org/slides/2011-03-16-Amsterdam/|Amsterdam(2011)}}, {{http://lme4.r-forge.r-project.org/slides/2011-01-11-Madison/|Madson(2011)}}, {{http://lme4.r-forge.r-project.org/slides/2010-07-20-Gaithersburg/|Gaithersburg(2010)}}, {{http://lme4.r-forge.r-project.org/slides/2009-07-21-Seewiesen/|Seewiesen(2009)}}, {{http://lme4.r-forge.r-project.org/slides/2009-07-07-Rennes/|Rennes(2009)}}, {{http://lme4.r-forge.r-project.org/slides/2009-07-01-Lausanne/|Lausanne(2009)}}; * {{http://maths.anu.edu.au/~johnm/r-book/xtras/mlm-ohp.pdf|John Maindonald - The Anatomy of a Mixed Model Analysis, with R's lme4 Package}}; * {{http://kups.ku.edu/maillist/classes/ps707/2004/msg00038.html|[R] GLMM (lme4) vs. glmmPQL output (summary with lme4 revised)}}; * {{http://www.meetup.com/LAarea-R-usergroup/messages/8429649/|Los Angeles area R users group (data analysis/statistics)}}; * {{http://www.let.uu.nl/~Hugo.Quene/personal/multilevel/jml2008/x24lmerlog.html|Hugo Quené - Mixed-effects modeling with crossed random effects in R}}; * {{http://www.let.uu.nl/~Hugo.Quene/personal/mixedeffects/|Hugo Quené - Mixed-Effects Modeling Multilevel Modeling}}; * {{http://wiki.math.yorku.ca/index.php/R:_lmer|Using lmer and nlme at the same time}}; * {{http://www.unt.edu/rss/class/Jon/R_SC/Module9/LMM_Examples.R|Brief Introduction to LINEAR MIXED MODELS in R}}; * {{http://www.unt.edu/rss/class/Jon/R_SC/|Research and Statistical Support}}; * {{http://cran.r-project.org/doc/contrib/Fox-Companion/appendix-mixed-models.pdf|Linear Mixed Models Appendix to An R and S-PLUS Companion to Applied Regression - John Fox}}; * {{http://www.jstor.org/stable/3647633|Likelihood Ratio Tests in Linear Mixed Models with One Variance Component - Ciprian M. Crainiceanu and David Ruppert}}; * {{http://www.jstor.org/stable/2291460|Maximum Likelihood Algorithms for Generalized Linear Mixed Models - Charles E. McCulloch}}; * {{http://www.fcsm.gov/09papers/Lahiri_II-C.pdf|Generalized Maximum Likelihood Method in Linear Mixed Models with an Application in Small-Area Estimation - P.Lahiri and Huilin Li}}; * {{http://www3.stat.sinica.edu.tw/statistica/oldpdf/A14n21.pdf|CONDITIONAL LIKELIHOOD INFERENCE IN GENERALIZED LINEAR MIXED MODELS N. Sartori and T. A. Severini}}; * {{http://lme4.r-forge.r-project.org/slides/2011-01-11-Madison/6NLMMH.pdf|Mixed models in R using the lme4 package Part 6: Nonlinear mixed models Douglas Bates}}; * {{http://arxiv.org/pdf/1010.0303|Likelihood Inference for Models with Unobservables: Another View - Youngjo Lee and John A. Nelder}}; * {{http://www.jstor.org/stable/2958794|Asymptotic Properties of Maximum Likelihood Estimates in the Mixed Model of the Analysis of Variance}}; * {{http://www.springerlink.com/content/4w32240527212732/|A direct derivation of the REML likelihood function}}; * {{http://www.math.ku.dk/~erhansen/web/stat1/pinheiro.pdf|Topics in Mixed Effects Models - José Carlos Pinheiro}}; * {{http://researchspace.ukzn.ac.za/xmlui/bitstream/handle/10413/2547/Hammujuddy_M_J_2004.pdf?sequence=1|A CLASSICAL APPROACH FOR THE ANALYSIS OF GENERALIZED LINEAR MIXED MODELS - MJ Hammujuddy}}; * {{http://www.springerlink.com/content/72052208xwl2q362/|Marginal maximum likelihood estimation of variance components in Poisson mixed models using Laplacian integration}}; * {{https://perswww.kuleuven.be/~u0018341/documents/ldasc06newjersey.pdf|Longitudinal data, mixed models and incomplete data - Geert}}; * {{http://www.google.com/search?client=ubuntu&channel=fs&q=restricted+maximum+likelihood+estimation+of+variance+components+in+generalized+linear+mixed+models&ie=utf-8&oe=utf-8#hl=pt-BR&client=ubuntu&hs=tLi&channel=fs&q=restricted+maximum+likelihood+estimation+of+variance+components+in+generalized+linear+mixed+models+filetype:ps&aq=f&aqi=&aql=&oq=&pbx=1&bav=on.2,or.r_gc.r_pw.&fp=7992793a42cf0be6&biw=1760&bih=849|Thomas Kneib - Restricted maximum likelihood estimation of variance components in generalized linear mixed models}}; =) * {{http://research.utar.edu.my/CMS/ICMSA2010/ICMSA2010_Proceedings/files/poster/P-Rashidi.pdf|Fit generalized linear mixed models (GLMM), using of different likelihoods}}; * {{http://www.ebah.com.br/content/ABAAAAG_sAC/modelos-lineares|Modelos Lineares - João Gil de Luna}}; * {{http://nlp.stanford.edu/~manning/courses/ling289/GLMM.pdf|Generalized Linear Mixed Models (illustrated with R on Bresnan et al.’s datives data)}}; ---- ==== Histórico ==== * Em preto: conteúdo abordado no encontro; * Em verde: conteúdo previsto para o próximo encontro; ^ Data ^ Hora ^ Acontecimento ^ | 23/03/2011| 17:30 | Discussão inicial do grupo - Walmes, PJ , Éder, Renato| | 20/05/2011| 16:00 | Discussão sobre separação de atividades (Derivação das expressões, ML, REML, PQL, Inferência em MM, exemplos em genética e experimentação ) | | 17/06/2011| 16:00 | Procedimento REML de estimação de componentes de variância em LMM (PJ). Implementação de funções de verossimilhança para estimação de parâmetros em GLMM sem e com estrutura para um fator de efeito aleatório (WB). | | 01/07/2011| 16:00 | Procedimentos PQL para modelos mistos na família exponencial (SS), métodos numéricos (Gauss-Hermite, Laplace, Quasi Monte Carlo) empregados para estimação em modelos mistos (WB). | | 08/07/2011| 16:00 | Implementação do procedimento REML (EB), PQL (SS) e predição de efeitos aleatórios (PJ). | ---- ==== Lista de afazeres ==== * (17/06/2011) * WB: disponibilizar os scripts apresentadas em 17/06; * WZ: preparar documento com a distribuição marginal em LMM; * PJ & WZ: preparar documento com a derivação e implementação (didática) do método REML; * (01/07/2011) * WZ: documentar os procedimentos de estimação empregando métodos numéricos para a integração dos efeitos aleatórios escritos por WB, rodar glmm.PQL(), glmer(); * SS: implementar o PQL; * EB: implementar o REML; * PJ: procedimentos para predição dos efeitos aleatórios; ---- ==== Referências ==== === Livros === @book{magalhaes, title = {Noções de Probabilidade e Estatística}, publisher = {Edusp}, author = {M N Magalhães and A C P Lima}, year = {200?}, edition = {1}, pages = {540} } @TechReport{ribeiro_jr-leg, url = {http://www.leg.ufpr.br/~paulojus/embrapa/Rembrapa/Rembrapa.pdf}, year = {2009}, author = {Paulo Justiniano {Ribeiro Júnior}}, title = {Introdução ao Ambiente Estatístico R} } @book{venables_modern_2002, title = {Modern applied statistics with S}, url = {http://www.leg.ufpr.br/~walmes/docs/Modern%20Applied%20Statistical%20Methods%20with%20S%20plus.pdf}, isbn = {9780387954578}, publisher = {Birkhäuser}, author = {William N. Venables and Brian D. Ripley}, year = {2002}, pages = {518} } @book{everitt_handbook_2009, edition = {2}, title = {A Handbook of Statistical Analyses Using R, Second Edition}, %url = {http://www.maths.bath.ac.uk/~jjf23/ELM/}, url = {http://www.leg.ufpr.br/~walmes/docs/A%20handbook%20of%20statistical%20analyses%20using%20R.pdf}, isbn = {1420079336}, publisher = {Chapman \& Hall}, author = {Brian S. Everitt and Torsten Hothorn}, month = jul, year = {2009} } @book{dalgaard_introductory_2008, edition = {2nd}, title = {Introductory Statistics with R}, url = {http://www.leg.ufpr.br/~walmes/docs/Introductory%20Statistics%20with%20R.pdf}, isbn = {0387790535}, publisher = {Springer}, author = {Peter Dalgaard}, month = aug, year = {2008} } @book{sarkar_lattice:_2008, edition = {1}, title = {Lattice: Multivariate Data Visualization with R}, url = {http://www.leg.ufpr.br/~walmes/docs/Lattice%20Multivariate%20Data%20Visualization%20with%20R.pdf}, isbn = {0387759689}, shorttitle = {Lattice}, publisher = {Springer}, author = {Deepayan Sarkar}, month = mar, year = {2008} } ---- ==== Software ==== - [[http://www.r-project.org|The R project for Statistical Computing]]: página do programa **R** -[[http://cran.r-project.org/web/packages/nlme/index.html|nlme]] Linear and Nonlinear Mixed Effects Models - [[http://www.math.ilstu.edu/dhkim/Rstuff/Rtutor.html|Uma página interessante]] com um introdução ao R - O [[http://www.xemacs.org|Xemacs]] é uma outra opção de editor que facilita a edição de arquivos do \LaTeX e **R** e disponível para plataformas Linux e Windows. - [[software:rbr|R-br]] é a lista de discussão em português sobre o uso do R ----