vglmer

MaRDI QIDQ91925CRANFDO

Authors Max Goplerud

Last update 7 November 2024

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 1.0.3, PACKAGES.rds, 1.0.0, 1.0.1, 1.0.2, 1.0.3, 1.0.5, 1.0.6

Description

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.

Cites work

• Fast and Accurate Estimation of Non-Nested Binomial Hierarchical Models Using Variational Inference
• Re-Evaluating Machine Learning for MRP Given the Comparable Performance of (Deep) Hierarchical Models

Cited in

(1)

• autoMrP

This page was built for software: vglmer