[R] lmer(): nested and non-nested factors in logistic regression

Douglas Bates dmbates at gmail.com
Wed Jan 11 19:36:28 CET 2006


The version of lmer based on the supernodal Cholesky factorization,
which we will release "real soon", does not crash on this example.  It
does give very large estimates of the variances in that model fit, at
least for the simulation that I ran.

It is best if you use set.seed(123454321) (or whatever seed appeals to
you) before you simulate data if you are going to post the results. 
That way we can be sure we are running on the same data you did.

On 1/10/06, Andrew Gelman <gelman at stat.columbia.edu> wrote:
> Thanks to some help by Doug Bates (and the updated version of the Matrix
> package), I've refined my question about fitting nested and non-nested
> factors in lmer().  I can get it to work in linear regression but it
> crashes in logistic regression.  Here's my example:
>
> # set up the predictors
>
> n.age <- 4
> n.edu <- 4
> n.rep <- 100
> n.state <- 50
> n <- n.age*n.edu*n.rep
> age.id <- rep (1:n.age, each=n.edu*n.rep)
> edu.id <- rep (1:n.edu, n.age, each=n.rep)
> age.edu.id <- n.edu*(age.id - 1) + edu.id
> state.id <- sample (1:n.state, n, replace=TRUE)
>
> # simulate the varying parameters
>
> a.age <- rnorm (n.age, 1, 2)
> a.edu <- rnorm (n.edu, 3, 4)
> a.age.edu <- rnorm (n.age*n.edu, 0, 5)
> a.state <- rnorm (n.state, 0, 6)
>
> # simulate the data and print to check that i did it right
>
> y.hat <- a.age[age.id] + a.edu[edu.id] + a.age.edu[age.edu.id] +
> a.state[state.id]
> y <- rnorm (n, y.hat, 1)
> print (cbind (age.id, edu.id, age.edu.id, state.id, y.hat, y))
>
> # this model (and simpler versions) work fine:
>
> fit.1 <- lmer (y ~ 1 + (1 | age.id) + (1 | edu.id) + (1 | age.edu.id) +
> (1 | state.id))
>
> # now go to logistic regression
>
> ypos <- ifelse (y > mean(y), 1, 0)
>
> # these work fine:
>
> fit.2 <- lmer (ypos ~ 1 + (1 | age.id) + (1 | edu.id) + (1 |
> age.edu.id), family=binomial(link="logit"))
> fit.3 <- lmer (ypos ~ 1 + (1 | age.id) + (1 | edu.id) + (1 | state.id),
> family=binomial(link="logit"))
>
> # this one causes R to crash!!!!!!!
>
> fit.4 <- lmer (ypos ~ 1 + (1 | age.id) + (1 | edu.id) + (1 | age.edu.id)
> + (1 | state.id), family=binomial(link="logit"))
>
> --
>
> All help appreciated.  This is for our book on regression and multilevel
> models, and it would be great if people could get started fitting these
> models in R before having to do the more elaborate modeling in Bugs.
>
> Andrew
>
> --
> Andrew Gelman
> Professor, Department of Statistics
> Professor, Department of Political Science
> gelman at stat.columbia.edu
> www.stat.columbia.edu/~gelman
>
> Tues, Wed, Thurs:
>   Social Work Bldg (Amsterdam Ave at 122 St), Room 1016
>   212-851-2142
> Mon, Fri:
>   International Affairs Bldg (Amsterdam Ave at 118 St), Room 711
>   212-854-7075
>
> Mailing address:
>   1255 Amsterdam Ave, Room 1016
>   Columbia University
>   New York, NY 10027-5904
>   212-851-2142
>   (fax) 212-851-2164
>
>




More information about the R-help mailing list