Generalized linear mixed model
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In statistics, a generalized linear mixed model (GLMM) is an extension to the generalized linear model (GLM) in which the linear predictor contains random effects in addition to the usual fixed effects. They also inherit from GLMs the idea of extending linear mixed models to non-normal data.
GLMMs provide a broad range of models for the analysis of grouped data, since the differences between groups can be modelled as a random effect. These models are useful in the analysis of many kinds of data, including longitudinal data.
Fitting a model
Fitting GLMMs via maximum likelihood (as via AIC) involves integrating over the random effects. In general, those integrals cannot be expressed in analytical form. Various approximate methods have been developed, but none has good properties for all possible models and data sets (e.g. ungrouped binary data are particularly problematic). For this reason, methods involving numerical quadrature or Markov chain Monte Carlo have increased in use, as increasing computing power and advances in methods have made them more practical.
- Several contributed packages in R provide GLMM functionality
- GLMM can be fitted using SAS and SPSS 
- Matlab also provides a function called "fitglme" to fit GLMM models.
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