[R] yet another lmer question

[Peter Dalgaard]

Andrew Gelman <gelman at stat.columbia.edu> writes:

> I've been trying to keep track with lmer, and now I have a couple of 
> questions with the latest version of Matrix (0.995-4).  I fit 2 very 
> similar models, and the results are severely rounded in one case and 
> rounded not at all in the other.
> 
>  > y <- 1:10
>  > group <- rep (c(1,2), c(5,5))
>  > M1 <- lmer (y ~ 1 + (1 | group))
>  > coef(M1)
> $group
>   (Intercept)
> 1         3.1
> 2         7.9
> 
>  > x <- rep (c(1,2), c(3,7))
>  > M2 <- lmer (y ~ 1 +  x + (1 + x | group))
>  > coef(M2)
> $group
>   (Intercept)        x
> 1   -0.755102 2.755102
> 2    0.616483 3.640738
> 
> I can't figure out why everything is rounded for the first model but not 
> for the second.  Also, mcmcsamp() works for M1 but not for M2:


Well,

> dput(coef(M1)[[1]])
structure(list("(Intercept)" = c(3.10000000006436, 7.89999999993564
)), .Names = "(Intercept)", row.names = c("1", "2"), class =
"data.frame")
> c(3.10000000006436, 7.89999999993564)
[1] 3.1 7.9

I.e., if you pass fake data, sometimes you get *results* that can be
rounded to a few significant digits. R tries to get rid of trailing
zeros in its print routines.

 
>  > mcmcsamp(M1)
>      (Intercept) log(sigma^2) log(grop.(In))
 > [1,]    9.099073    0.5711817       3.246981
> attr(,"mcpar")
> [1] 1 1 1
> attr(,"class")
> [1] "mcmc"
> 
>  > mcmcsamp(M2)
> Error: inconsistent degrees of freedom and dimension
> Error in t(.Call("mer_MCMCsamp", object, saveb, n, trans, PACKAGE = 
> "Matrix")) :
>         unable to find the argument 'x' in selecting a method for 
> function 't'

Looks like a buglet, but

> x
 [1] 1 1 1 2 2 2 2 2 2 2
> group
 [1] 1 1 1 1 1 2 2 2 2 2

Effects of x can (seemingly?) only be detected within group 1. I.e.
the random variation of the effect of x is based on a sample of size
1, so I'm actually more surprised that you get a fit at all...

-- 
   O__  ---- Peter Dalgaard             Øster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
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