Case-Wise and Cluster-Wise Derivatives for Mixed Effects Models

Compute analytic case-wise and cluster-wise derivative for mixed effects models with respect to fixed effects parameter, random effect (co)variances, and residual variance.

merDeriv is a free, open source R package for computing derivatives of mixed models estimated via lme4. Allows users to compute scores (casewise first derivatives of likelihood function) and variance-covariance matrix of all estimated parameters, including random effect (co)variances.

For further information, see:

Wang, T., & Merkle, E. C. (in press). Derivative computations and robust standard errors for linear mixed effects models in lme4. Journal of Statistical Software.


Reference manual

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0.1-6 by Ting Wang, 16 days ago

Browse source code at

Authors: Ting Wang [aut, cre] , Edgar Merkle [aut]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports utils, Matrix

Depends on lme4, stats, methods, nonnest2, sandwich

See at CRAN