[R] fitted values from lmer (lme4 0.98)

Spencer Graves spencer.graves at pdf.com
Tue Jan 17 23:20:29 CET 2006 

Hi, Doug:

	  I think it would help me to have an option like you just suggested -- 
with your comment below included in the help file for that option.

	  Thanks for all your hard work and creativity in this.

	  Best Wishes,
	  spencer graves

Douglas Bates wrote:

> On 17 Jan 2006 22:00:38 +0100, Peter Dalgaard <p.dalgaard at biostat.ku.dk> wrote:
> 
>>Douglas Bates <dmbates at gmail.com> writes:
>>
>>
>>>On 1/16/06, Daniel A. Powers <dpowers at mail.la.utexas.edu> wrote:
>>>
>>>>-- R-List
>>>>
>>>>Can someone tell me how to get fitted values etc. after fitting lmer?
>>>>for example, from lme, I can fit mod.1 <- lme(....) and get fitted values, coefficients, etc. in this way
>>>>
>>>>mod.1$fitted[,1] or mod.1$fitted[,2] etc.
>>>>
>>>>It seems lmer uses "slots" that are unfamiliar to me.
>>>
>>>The preferred way is to use  the extractor functions fitted, fixef,
>>>ranef and coef.
>>>
>>>Using the recently uploaded version 0.995-1 of the Matrix package we get
>>
>>But, at least with 0.99-6 (sorry for falling way behind, but I'd
>>rather not upgrade just now...), fitted(fm1) are effectively BLUPs. If
>>you want to get the estimated mean values, you need something like
>>
>>model.matrix(fm1 at terms,sleepstudy) %*% fixef(fm1)
>>
>>I realize that since lmer models are not necessarily hierarchical, it
>>takes more than cloning the "level" argument from fitted.lme, but it
>>could be useful to at least have a "level=0" equivalent.
> 
> 
> Would it help if there were an option in the fitted method to allow
> for fixed-effects only versus fixed- and random-effects?  As you say,
> because lmer models do not need to be hierarchical it is not obvious
> what it would mean to include some but not all of the random effects
> terms in the "fitted values".  However, it is easy and unambiguous to
> define fitted values for the fixed-effects only.
> 
> Up until a few days ago there was an option to do this but then I
> changed the calculation of the fitted values in an attempt to clean up
> the code.  The calculation of the level = 0 fitted values in the new
> representation of the fitted model is quite easy.  It is
> 
> fm1 at X %*% fixef(fm1)
> 
> (except for complications introduced by na.exclude)
> 
> 
>>>>(fm1 <- lmer(Reaction ~ Days + (Days|Subject), sleepstudy))
>>>
>>>Linear mixed-effects model fit by REML
>>>Formula: Reaction ~ Days + (Days | Subject)
>>>   Data: sleepstudy
>>>      AIC      BIC    logLik MLdeviance REMLdeviance
>>> 1753.628 1769.593 -871.8141   1751.986     1743.628
>>>Random effects:
>>> Groups   Name        Variance Std.Dev. Corr
>>> Subject  (Intercept) 612.090  24.7405
>>>          Days         35.072   5.9221  0.066
>>> Residual             654.941  25.5918
>>># of obs: 180, groups: Subject, 18
>>>
>>>Fixed effects:
>>>            Estimate Std. Error t value
>>>(Intercept) 251.4051     6.8246  36.838
>>>Days         10.4673     1.5458   6.771
>>>
>>>Correlation of Fixed Effects:
>>>     (Intr)
>>>Days -0.138
>>>
>>>>fixef(fm1)
>>>
>>>(Intercept)        Days
>>>  251.40510    10.46729
>>>
>>>>ranef(fm1)
>>>
>>>An object of class $-1òülmer.ranefòý
>>>[[1]]
>>>    (Intercept)        Days
>>>308   2.2585636   9.1989720
>>>309 -40.3985870  -8.6197013
>>>310 -38.9602563  -5.4488780
>>>330  23.6905071  -4.8143326
>>>331  22.2602104  -3.0698958
>>>332   9.0395288  -0.2721711
>>>333  16.8404364  -0.2236253
>>>334  -7.2325817   1.0745765
>>>335  -0.3336930 -10.7521594
>>>337  34.8903592   8.6282824
>>>349 -25.2101185   1.1734156
>>>350 -13.0699625   6.6142058
>>>351   4.5778374  -3.0152575
>>>352  20.8635979   3.5360123
>>>369   3.2754538   0.8722165
>>>370 -25.6128786   4.8224661
>>>371   0.8070403  -0.9881552
>>>372  12.3145428   1.2840291
>>>
>>>
>>>>coef(fm1)
>>>
>>>$Subject
>>>    (Intercept)       Days
>>>308    253.6637 19.6662580
>>>309    211.0065  1.8475846
>>>310    212.4448  5.0184079
>>>330    275.0956  5.6529533
>>>331    273.6653  7.3973901
>>>332    260.4446 10.1951148
>>>333    268.2455 10.2436606
>>>334    244.1725 11.5418624
>>>335    251.0714 -0.2848734
>>>337    286.2955 19.0955683
>>>349    226.1950 11.6407015
>>>350    238.3351 17.0814918
>>>351    255.9829  7.4520285
>>>352    272.2687 14.0032983
>>>369    254.6806 11.3395024
>>>370    225.7922 15.2897520
>>>371    252.2121  9.4791308
>>>372    263.7196 11.7513151
>>>
>>>
>>>>fitted(fm1)
>>>
>>>  [1] 253.6637 273.3299 292.9962 312.6624 332.3287 351.9950 371.6612 391.3275
>>>  [9] 410.9937 430.6600 211.0065 212.8541 214.7017 216.5493 218.3969 220.2444
>>> [17] 222.0920 223.9396 225.7872 227.6348 212.4448 217.4633 222.4817 227.5001
>>> [25] 232.5185 237.5369 242.5553 247.5737 252.5921 257.6105 275.0956 280.7486
>>> [33] 286.4015 292.0545 297.7074 303.3604 309.0133 314.6663 320.3192 325.9722
>>> [41] 273.6653 281.0627 288.4601 295.8575 303.2549 310.6523 318.0497 325.4470
>>> [49] 332.8444 340.2418 260.4446 270.6397 280.8349 291.0300 301.2251 311.4202
>>> [57] 321.6153 331.8104 342.0056 352.2007 268.2455 278.4892 288.7329 298.9765
>>> [65] 309.2202 319.4638 329.7075 339.9512 350.1948 360.4385 244.1725 255.7144
>>> [73] 267.2562 278.7981 290.3400 301.8818 313.4237 324.9656 336.5074 348.0493
>>> [81] 251.0714 250.7865 250.5017 250.2168 249.9319 249.6470 249.3622 249.0773
>>> [89] 248.7924 248.5076 286.2955 305.3910 324.4866 343.5822 362.6777 381.7733
>>> [97] 400.8689 419.9644 439.0600 458.1556 226.1950 237.8357 249.4764 261.1171
>>>[105] 272.7578 284.3985 296.0392 307.6799 319.3206 330.9613 238.3351 255.4166
>>>[113] 272.4981 289.5796 306.6611 323.7426 340.8241 357.9056 374.9871 392.0686
>>>[121] 255.9829 263.4350 270.8870 278.3390 285.7911 293.2431 300.6951 308.1471
>>>[129] 315.5992 323.0512 272.2687 286.2720 300.2753 314.2786 328.2819 342.2852
>>>[137] 356.2885 370.2918 384.2951 398.2984 254.6806 266.0201 277.3596 288.6991
>>>[145] 300.0386 311.3781 322.7176 334.0571 345.3966 356.7361 225.7922 241.0820
>>>[153] 256.3717 271.6615 286.9512 302.2410 317.5307 332.8205 348.1102 363.4000
>>>[161] 252.2121 261.6913 271.1704 280.6495 290.1287 299.6078 309.0869 318.5661
>>>[169] 328.0452 337.5243 263.7196 275.4710 287.2223 298.9736 310.7249 322.4762
>>>[177] 334.2275 345.9789 357.7302 369.4815
>>>
>>>I hope this helps.
>>>
>>>Doug Bates
>>>
>>>______________________________________________
>>>R-help at stat.math.ethz.ch mailing list
>>>https://stat.ethz.ch/mailman/listinfo/r-help
>>>PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
>>>
>>
>>--
>>   O__  ---- Peter Dalgaard             Øster Farimagsgade 5, Entr.B
>>  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
>> (*) \(*) -- University of Copenhagen   Denmark          Ph:  (+45) 35327918
>>~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)                  FAX: (+45) 35327907
>>
> 
> 
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