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August 04, 2009

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David,

I would like to correct your comment that lme4 is "the only [R] package able to fit mixed models with very large numbers of parameters". It is certainly able to fit models with large numbers of parameters, but it is not the only package able to do so.

I would like very much to use nlme or lme4 since they are open source, but nlme is too slow for large datasets, and lme4 cannot fit some complex variance-structure models.

I believe that only asreml-r has this feature set:
* fast (on par with lmer)
* can handle large datasets / number of parameters
* stable and mature (more than 10 years, I think)
* fits complex variance structures
* convenient tools for making very complex model predictions

asreml-r is closed-binary-source and requires a license, so is not for everyone, but for certain users it is the only option.

asreml-r manual here:
http://www.vsni.co.uk/resources/doc/asreml-R.pdf

useR conference slides
http://www.r-project.org/conferences/useR-2007/program/presentations/butler.pdf

More information
http://www.vsni.co.uk/products/asreml/platforms.php


Kevin Wright

Thanks for the links, Kevin. Doug's claim was that R was the only software that could fit such models (my paraphrasing was poor); you'll have to duke it out with him on which *package* does it best. :)

Here is a simple, illustrative example.

dat2 is a data.frame with
H - 51 levels
L - 6101 levels
23923 observations

Using asreml-r:

m0 <- asreml(y~1, data=dat2, sparse=~L, random=~H)

m0$varcomp
component std.error z.ratio
H 42.27893 8.616926 4.906498
Residual 101.09580 1.072468 94.264655

Using lmer:

m1 <- lmer(y~1+L+(1|H), data=dat2)
Error: cannot allocate vector of size 1.1 Gb

Kevin Wright

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