[R] Why is AIC from lmer 2 less than that from lme?
Jon Olav Vik
jonovik at start.no
Tue Mar 28 14:40:53 CEST 2006
I'm migrating to lmer() from lme(). I have noticed that AIC values from
lmer() are 2 units smaller than those reported by lme(). Could someone
please explain why?
The issue can be replicated with the first example from Pinheiro & Bates
(2000) Mixed-effects models in S and S-plus.
library(nlme)
Rail2 <- Rail
summary(lme(travel~1,data=Rail2,random=~1|Rail)) # AIC = 128.177
detach(package:nlme)
library(Matrix)
lmer(travel~1+(1|Rail),data=Rail2) # AIC = 126.177
Output is given below. The parameter estimates, standard errors and log
likelihood seem virtually identical.
I'm using R 2.2.1 on Windows XP SP2 (details below), lmer() from Matrix
0.995-8, and lme() from nlme 3.1-68.1
Thank you in advance for your help.
Sincerely,
Jon Olav Vik
> library(nlme)
> summary(lme(travel~1,data=Rail,random=~1|Rail))
Linear mixed-effects model fit by REML
Data: Rail
AIC BIC logLik
128.177 130.6766 -61.0885
Random effects:
Formula: ~1 | Rail
(Intercept) Residual
StdDev: 24.80547 4.020779
Fixed effects: travel ~ 1
Value Std.Error DF t-value p-value
(Intercept) 66.5 10.17104 12 6.538173 0
Standardized Within-Group Residuals:
Min Q1 Med Q3 Max
-1.61882658 -0.28217671 0.03569328 0.21955784 1.61437744
Number of Observations: 18
Number of Groups: 6
> library(Matrix)
> lmer(travel~1+(1|Rail),data=Rail)
Linear mixed-effects model fit by REML
Formula: travel ~ 1 + (1 | Rail)
Data: Rail
AIC BIC logLik MLdeviance REMLdeviance
126.177 127.9577 -61.0885 128.6251 122.177
Random effects:
Groups Name Variance Std.Dev.
Rail (Intercept) 615.286 24.8050
Residual 16.167 4.0208
number of obs: 18, groups: Rail, 6
Fixed effects:
Estimate Std. Error t value
(Intercept) 66.500 10.171 6.5383
> version
_
platform i386-pc-mingw32
arch i386
os mingw32
system i386, mingw32
status
major 2
minor 2.1
year 2005
month 12
day 20
svn rev 36812
language R
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