I'm fitting a generalized linear mixed model in R using the Laplace approximation. I'm looking for a reference for the Laplace approximation used for that, or a reference regarding the comparison between the PQL and Laplace methods for fitting generalized linear mixed models.
Solved – Reference for generalized linear mixed models using Laplace approximation
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Best Answer
Here are some papers:
Breslow and Clayton, 1993: Approximate Inference in Generalized Linear Mixed Models.
Tierney and Kadane, 1986: Accurate Approximations for Posterior Moments and Marginal Densities.
Breslow, 2003: Whither PQL?.
Tuerlinckx, et al. 2006: Statistical Inference in generalized linear mixed models: A review.
Wolfinger, 1993: Laplace's approximation for nonlinear mixed models.
Vonesh, 1996: A Note on the Use of Laplace's Approximation for Nonlinear Mixed-Effects Models.