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I am applying optim() function in R to obtain maximum likelihood estimates of the fixed effects and random effects in a model with bivariate random effects. The code works well but it is very slow in executing the line of code involving the optim() function. I would like to know if there is/ are any specialized optimization function(s)/ package(s) in R for maximizing likelihoods in random effect models, instead of the general purpose optimization function optim().

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  • $\begingroup$ You don’t care if the functions suggested are written in R or just R-callable and available to you, right? $\endgroup$
    – Bill Barth
    May 9, 2022 at 18:47

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I suggest trying Bound Optimization By Quadratic Approximation which is sometimes used for random-effect modeling.

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