Dclone: Data Cloning in R

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Abstract The dclone R package contains lowlevel functions for implementing maximum like-lihood estimating procedures for complex mod-els using data cloning and Bayesian MarkovChain Monte Carlo methods with support forJAGS, WinBUGS and OpenBUGS. Introduction Hierarchical models, including generalized linearmodels with mixed random and fixed effects, areincreasingly popular. The rapid expansion of ap-plications is largely due to the advancement of theMarkov Chain Monte Carlo (MCMC) algorithms andrelated software (Gelman et al.,2003;Gilks et al.,1996;Lunn et al.,2009). Data cloning is a statisticalcomputing method introduced byLele et al.(2007). Itexploits the computational simplicity of the MCMCalgorithms used in the Bayesian statistical frame-work, but it provides the maximum likelihood pointestimates and their standard errors for complex hi-erarchical models. The use of the data cloning al-gorithm is especially valuable for complex models,where the number of unknowns increases with sam-ple size (i.e. with latent variables), because inferenceand prediction procedures are often hard to imple-ment in such situations.The