[R] lme: random effects of a quadratic term

Montse Rue montse.rue at gmail.com
Sat Mar 26 22:21:36 CET 2005


I tried to replicate in R the example that Pinheiro and Bates present
on section 1.5 of their mixed-effects book, the pixel intensity
example.

> fm1Pixel<-lme(pixel~day+day^2,data=Pixel,random=list(Dog=~day,Side=~1))

When I run it in R the second order term does not appear in the
estimated model. But, when I write

> fm1Pixel<-lme(pixel~day+I(day^2),data=Pixel,random=list(Dog=~day,Side=~1))

I get the same results as in the Pinheiro and Bates book, and the plot
of the augPred values is a quadratic function as in Figure 1.18. The
same happens with my data when I use the I(alcadakm^2) .

Can it be that S accepts day^2 but R doesn't?

Thanks again!

Montse



On Sat, 26 Mar 2005 17:39:43 +0000 (GMT), Prof Brian Ripley
<ripley at stats.ox.ac.uk> wrote:
> On Sat, 26 Mar 2005, Montse Rue wrote:
> 
> > Thanks! I already tried it, but then I have problems with the augPred
> > values. I get straight lines instead of quadratic lines when plotting
> > the augPred values.
> >
> > What can I do?
> 
> WHy are you expecting a non-linear plot from a linear fit?
> 
> > Montse
> >
> >
> > On Sat, 26 Mar 2005 09:39:07 +0000 (GMT), Prof Brian Ripley
> > <ripley at stats.ox.ac.uk> wrote:
> >> On Sat, 26 Mar 2005, Montse Rue wrote:
> >>
> >>> I am estimating the following model:
> >>>
> >>> so2.lme<-lme(so2~1+I(alcadakm^2)+dia,data=subjectes2,na.action=na.omit)
> >>>
> >>> And when I try to plot the random effects of the quadratic term with
> >>> respect to a covariate (mam) I get an error:
> >>>
> >>>> so2.lmeRE<-ranef(so2.lme,augFrame=T)
> >>>> plot(so2.lmeRE,form=I(alcadakm^2)~mam)
> >>> Error in plot.ranef.lme(so2.lmeRE, form = I(alcadakm^2) ~ mam ) :
> >>>       Only single effects allowed in left side of form.
> >>>
> >>> Any suggestion?
> >>
> >> Try renaming the variable, e.g. alcadakm2 = alcadakm^2, and refit.
> >>
> >> NB: this is not `a quadratic term' but a transformed variable, since you
> >> used I().
> >>
> >> --
> >> Brian D. Ripley,                  ripley at stats.ox.ac.uk
> >> Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
> >> University of Oxford,             Tel:  +44 1865 272861 (self)
> >> 1 South Parks Road,                     +44 1865 272866 (PA)
> >> Oxford OX1 3TG, UK                Fax:  +44 1865 272595
> >>
> >
> >
> 
> --
> Brian D. Ripley,                  ripley at stats.ox.ac.uk
> Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
> University of Oxford,             Tel:  +44 1865 272861 (self)
> 1 South Parks Road,                     +44 1865 272866 (PA)
> Oxford OX1 3TG, UK                Fax:  +44 1865 272595
>




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