[R] multiple GLMs with lmList in lme4

[Daniel Farewell]

I'd like to fit a GLM to each of a number of subsets of some data. The `family' argument to `lmList' (in lme4) has given me cause for optimism, but so far I've only been able to achieve linear model fits. For example

> df <- data.frame(gp = gp.temp <- factor(rep(1:3, each = 100)),
x = x.temp <- rnorm(300),
y = rpois(300, exp((-1:1)[gp.temp] + x.temp)))

Then a call to `glm' on the group 1 subset gives

> glm(y ~ x, family = poisson, data = df, subset = gp == 1)

Call:  glm(formula = y ~ x, family = poisson, data = df, subset = gp == 1) 

Coefficients:
(Intercept)            x  
    -1.0143       0.9726  

Degrees of Freedom: 99 Total (i.e. Null);  98 Residual
Null Deviance:      138.5 
Residual Deviance: 82.76        AIC: 178.5

(the right answer) but `lmList' gives

> show(lmList(y ~ x | gp, family = poisson, data = df))
Call: lmList(formula = y ~ x | gp, data = df, family = poisson) 
Coefficients:
  (Intercept)         x
1   0.5560377 0.6362124
2   1.8431794 1.8541193
3   4.5773106 4.7871929

Degrees of freedom: 300 total; 294 residual
Residual standard error: 2.655714

which come from linear model fits, e.g.

> lm(y ~ x, data = df, subset = gp == 1)

Call:
lm(formula = y ~ x, data = df, subset = gp == 1)

Coefficients:
(Intercept)            x  
     0.5560       0.6362

Any suggestions as to why lmList matches the linear fits rather than the GLM fits would be greatly appreciated. I'm using R2.2.1 with lme version 0.98-1 in Windows XP.

Daniel Farewell
Cardiff University