[R] GLMM (lme4) vs. glmmPQL output

[Göran Broström]

On Fri, Jan 09, 2004 at 12:26:21PM -0600, Douglas Bates wrote:
> I believe the distinction is explained in the lme4 documentation but,
> in any case, the standard errors and the approximate log-likelihood
> for glmmPQL are from the lme model that is the last step in the
> optimization.  The corresponding quantities from GLMM are from another
> approximation that should be more reliable.

It would be interesting to see what glmmML, which uses yet another 
approximation, gives on this particular data set. Could you (Dieter)
try it, and perhaps also share your data with us?


> 
> "Dieter Menne" <dieter.menne at menne-biomed.de> writes:
> 
> > Dear List,
> > 
> > As I understand, GLMM (in experimental lme4) and glmmPQL (MASS) do
> > similar things using somewhat different methods. Trying both,
> > I get the same coefficients, but markedly different std. errors and
> > p-values.
> > Any help in understanding the models tested by both procedures?
> > 
> > Dieter Menne
> > 
> > 
> > UseMASS<-T # must restart R after changing because of nlme/lme4 clash
> > if (UseMASS){
> >   library(MASS)
> >   summary(glmmPQL(y ~ trt + I(week > 2), random = ~ 1 | ID,
> >                   family = binomial, data = bacteria))
> > } else
> > {
> >   library(lme4)
> >   summary(GLMM(y ~ trt + I(week > 2), random = ~ 1 | ID,
> >                   family = binomial, data = bacteria,method="PQL"))
> > }
> > 
> > (MASS output)
> > Fixed effects: y ~ trt + I(week > 2)
> >                     Value Std.Error  DF   t-value p-value
> > (Intercept)      3.412012 0.5185028 169  6.580509  0.0000
> > trtdrug         -1.247355 0.6440627  47 -1.936698  0.0588
> > trtdrug+        -0.754327 0.6453971  47 -1.168780  0.2484
> > I(week > 2)TRUE -1.607256 0.3583378 169 -4.485310  0.0000
> > 
> > (lme4 output)
> > Fixed effects: y ~ trt + I(week > 2)
> >                  Estimate Std. Error  DF z value Pr(>|z|)
> > (Intercept)       3.41202    3.93293 169  0.8676   0.3856
> > trtdrug          -1.24736    1.52156  47 -0.8198   0.4123
> > trtdrug+         -0.75433    1.21963  47 -0.6185   0.5363
> > I(week > 2)TRUE  -1.60726    2.19660 169 -0.7317   0.4644
> > 
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> 
> -- 
> Douglas Bates                            bates at stat.wisc.edu
> Statistics Department                    608/262-2598
> University of Wisconsin - Madison        http://www.stat.wisc.edu/~bates/
> 
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-- 
 Göran Broström                    tel: +46 90 786 5223
 Department of Statistics          fax: +46 90 786 6614
 Umeå University                   http://www.stat.umu.se/egna/gb/
 SE-90187 Umeå, Sweden             e-mail: gb at stat.umu.se