vglmer (Q91925)
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Variational Inference for Hierarchical Generalized Linear Models
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | vglmer |
Variational Inference for Hierarchical Generalized Linear Models |
Statements
expanded from: GPL (≥ 2) (English)
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7 November 2024
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Estimates hierarchical models using variational inference. At present, it can estimate logistic, linear, and negative binomial models. It can accommodate models with an arbitrary number of random effects and requires no integration to estimate. It also provides the ability to improve the quality of the approximation using marginal augmentation. Goplerud (2022) <doi:10.1214/21-BA1266> and Goplerud (2024) <doi:10.1017/S0003055423000035> provide details on the variational algorithms.
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