[R] HPDinterval problem
Seyed Reza Jafarzadeh
srjafarzadeh at gmail.com
Wed Apr 4 08:59:47 CEST 2007
Hi,
Sorry for multiple postings. Please consider the following reproducible example:
> grp1 <- rep(1:24, times = 24, each = 1)
> grp2 <- rep(1:12, times = 2, each = 24)
> set.seed(1)
> out <- as.integer(abs(rnorm(576))*10)
> x1 <- out [25:552]
> x2 <- out [49:576]
> mydf <- data.frame(cbind(out[1:528], x1, x2, grp1[49:576], grp2[49:576]))
> names(mydf) <- c("out", "x1", "x2", "grp1", "grp2")
> me1 <- lmer(out ~ x1 + x2 + (x1 | grp1) + (x2 | grp2), data = mydf, family = quasipoisson)
> me1
Generalized linear mixed model fit using Laplace
Formula: out ~ x1 + x2 + (x1 | grp1) + (x2 | grp2)
Data: mydf
Family: quasipoisson(log link)
AIC BIC logLik deviance
2559 2598 -1271 2541
Random effects:
Groups Name Variance Std.Dev. Corr
grp1 (Intercept) 0.3250162 0.570102
x1 0.0021856 0.046750 -0.813
grp2 (Intercept) 0.3183619 0.564236
x2 0.0038276 0.061868 -0.940
Residual 4.3279637 2.080376
number of obs: 528, groups: grp1, 24; grp2, 12
Fixed effects:
Estimate Std. Error t value
(Intercept) 2.036473 0.212687 9.575
x1 -0.001159 0.011234 -0.103
x2 -0.006830 0.018860 -0.362
Correlation of Fixed Effects:
(Intr) x1
x1 -0.487
x2 -0.751 0.007
> HPDinterval(mcmcsamp(me1, 20000))
lower upper
(Intercept) 2.036472792 2.036472792
x1 -0.001158922 -0.001158922
x2 -0.006830165 -0.006830165
log(grp1.(In)) -3.254548062 -2.052213965
log(grp1.x1) -8.351051505 -7.149742494
atanh(gr1.(I).x1) -1.630982865 -0.783008788
log(grp2.(In)) -3.312492769 -1.509030356
log(grp2.x2) -7.739344906 -5.926156515
atanh(gr2.(I).x2) -2.564511232 -1.291401604
attr(,"Probability")
[1] 0.95
Thanks,
Reza
On 4/3/07, Seyed Reza Jafarzadeh <srjafarzadeh at gmail.com> wrote:
> Hi,
>
> I am providing more examples where HPDinterval failed. It seems to be
> working OK for (generalized linear mixed) models without crossed
> random-effects (m1.17, m1.18, m1.19, m1.20, m1.21, m1.22, and m1.24
> below).
>
> Thank you,
> Reza
>
>
> > m1.1 <- lmer(o ~ pv1o + pv2o + pv1toa + pv2toa + sesblf + (1 | prov) + (1 | pm), data = mydata[1:1392, ], family = quasipoisson)
> > HPDinterval(mcmcsamp(m1.1, n = 10000))
> lower upper
> (Intercept) -0.207561922 -0.207561922
> pv1o 0.056574609 0.056574609
> pv2o 0.023042057 0.023042057
> pv1toa 0.026497315 0.026497315
> pv2toa -0.001074887 -0.001074887
> sesblf2 0.307805373 0.307805373
> sesblf3 0.067866694 0.067866694
> sesblf4 0.232652035 0.232652035
> log(prov.(In)) -1.948540913 -0.815550437
> log(pm.(In)) -4.609549269 -3.008113214
> attr(,"Probability")
> [1] 0.95
>
>
> > m1.3 <- lmer(o ~ pv1o + pv2o + pv1toa + pv2toa + sesblf + (pv1toa | prov) + (1 | pm), data = mydata[1:1392, ], family = quasipoisson)
> > HPDinterval(mcmcsamp(m1.3, n = 10000))
> lower upper
> (Intercept) -0.3854582560 -0.3854582560
> pv1o 0.0545945359 0.0545945359
> pv2o 0.0266911717 0.0266911717
> pv1toa 0.0369314516 0.0369314516
> pv2toa -0.0008906397 -0.0008906397
> sesblf2 0.3326814534 0.3326814534
> sesblf3 0.1012759194 0.1012759194
> sesblf4 0.1968001587 0.1968001587
> log(prov.(In)) -1.2423994216 -0.0463231047
> log(prov.pv1t) -8.5013756480 -7.3008649434
> atanh(prv.(I).pv1) -1.3266358579 -0.4613822430
> log(pm.(In)) -4.5813293741 -2.9416249086
> attr(,"Probability")
> [1] 0.95
>
>
> > m1.5 <- lmer(o ~ pv1o + pv2o + pv1toa + pv2toa + sesblf + (1 | prov) + (pv1toa | pm), data = mydata[1:1392, ], family = quasipoisson)
> > HPDinterval(mcmcsamp(m1.5, n = 10000))
> lower upper
> (Intercept) -0.298634101 -0.298634101
> pv1o 0.056017516 0.056017516
> pv2o 0.021658991 0.021658991
> pv1toa 0.028086682 0.028086682
> pv2toa 0.003447681 0.003447681
> sesblf2 0.413727463 0.413727463
> sesblf3 0.046766676 0.046766676
> sesblf4 0.255977008 0.255977008
> log(prov.(In)) -1.875689638 -0.751072995
> log(pm.(In)) -3.556592560 -1.722182602
> log(pm.pv1t) -9.709527247 -7.885488338
> atanh(pm.(I).pv1) -1.901663364 -0.616765080
> attr(,"Probability")
> [1] 0.95
>
>
> > m1.7 <- lmer(o ~ pv1o + pv2o + pv1toa + pv2toa + sesblf + (pv1toa | prov) + (pv1o | pm), data = mydata[1:1392, ], family = quasipoisson)
> > HPDinterval(mcmcsamp(m1.7, n = 10000))
> lower upper
> (Intercept) -0.389923132 -0.389923132
> pv1o 0.063098026 0.063098026
> pv2o 0.034944761 0.034944761
> pv1toa 0.032622126 0.032622126
> pv2toa 0.003154919 0.003154919
> sesblf2 0.300371141 0.300371141
> sesblf3 0.020146759 0.020146759
> sesblf4 0.187532056 0.187532056
> log(prov.(In)) -1.322210629 -0.131769983
> log(prov.pv1t) -8.411977395 -7.219326685
> atanh(prv.(I).pv1) -1.257375358 -0.396660253
> log(pm.(In)) -3.671581481 -1.835388518
> log(pm.pv1o) -7.107693068 -5.275740794
> atanh(pm.(I).pv1) -1.679642476 -0.382000422
> attr(,"Probability")
> [1] 0.95
>
>
> > m1.8 <- lmer(o ~ pv1o + pv2o + pv1toa + pv2toa + sesblf + (pv1o | prov) + (pv1toa | pm), data = mydata[1:1392, ], family = quasipoisson)
> > HPDinterval(mcmcsamp(m1.8, n = 10000))
> lower upper
> (Intercept) -0.457054707 -0.457054707
> pv1o 0.156145534 0.156145534
> pv2o 0.024773645 0.024773645
> pv1toa 0.024579764 0.024579764
> pv2toa 0.001907060 0.001907060
> sesblf2 0.394565315 0.394565315
> sesblf3 0.061645816 0.061645816
> sesblf4 0.259691274 0.259691274
> log(prov.(In)) -1.301168272 -0.105499439
> log(prov.pv1o) -5.255142692 -4.057937301
> atanh(prv.(I).pv1) -1.851880731 -0.999139040
> log(pm.(In)) -3.798743689 -1.968443546
> log(pm.pv1t) -9.788997900 -7.962938034
> atanh(pm.(I).pv1) -1.761670102 -0.480121774
> attr(,"Probability")
> [1] 0.95
>
>
> > m1.9 <- lmer(o ~ pv1o + pv2o + pv1toa + pv2toa + sesblf + (pv1toa | prov) + (pv1toa | pm), data = mydata[1:1392, ], family = quasipoisson)
> > HPDinterval(mcmcsamp(m1.9, n = 10000))
> lower upper
> (Intercept) -0.485035838 -0.485035838
> pv1o 0.053927806 0.053927806
> pv2o 0.027072754 0.027072754
> pv1toa 0.036558311 0.036558311
> pv2toa 0.004437478 0.004437478
> sesblf2 0.470407622 0.470407622
> sesblf3 0.094079640 0.094079640
> sesblf4 0.240104293 0.240104293
> log(prov.(In)) -1.195701809 0.010070569
> log(prov.pv1t) -8.449706678 -7.242412741
> atanh(prv.(I).pv1) -1.288497599 -0.436028040
> log(pm.(In)) -3.343337299 -1.524187369
> log(pm.pv1t) -9.575747795 -7.757473396
> atanh(pm.(I).pv1) -2.020459923 -0.729784182
> attr(,"Probability")
> [1] 0.95
>
>
> > m1.10 <- lmer(o ~ pv1o + pv2o + pv1toa + pv2toa + sesblf + (pv1o | prov) + (pv1toa | prov) + (1 | pm), data = mydata[1:1392, ], family = quasipoisson)
> > HPDinterval(mcmcsamp(m1.10, n = 10000))
> lower upper
> (Intercept) -0.4456071894 -0.4456071894
> pv1o 0.1464835742 0.1464835742
> pv2o 0.0229765752 0.0229765752
> pv1toa 0.0278685330 0.0278685330
> pv2toa -0.0003038598 -0.0003038598
> sesblf2 0.3443156778 0.3443156778
> sesblf3 0.0944738799 0.0944738799
> sesblf4 0.2254927178 0.2254927178
> log(prov.(In)) -1.6491223578 -0.4377761632
> log(prov.pv1o) -5.6182267338 -4.4035977132
> atanh(prv.(I).pv1) -2.5384179212 -1.6957391764
> log(prov.(In)) -2.5659880481 -1.3799410576
> log(prov.pv1t) -9.0668805185 -7.8753819065
> atanh(prv.(I).pv1) -2.0180897439 -1.1751174649
> log(pm.(In)) -4.4612011753 -2.8135021093
> attr(,"Probability")
> [1] 0.95
>
>
> > m1.11 <- lmer(o ~ pv1o + pv2o + pv1toa + pv2toa + sesblf + (1 | prov) + (pv1o | pm) + (pv1toa | pm), data = mydata[1:1392, ], family = quasipoisson)
> > HPDinterval(mcmcsamp(m1.11, n = 10000))
> lower upper
> (Intercept) -0.29985554 -0.29985554
> pv1o 0.07375569 0.07375569
> pv2o 0.02568464 0.02568464
> pv1toa 0.02426277 0.02426277
> pv2toa 0.00551527 0.00551527
> sesblf2 0.35060701 0.35060701
> sesblf3 0.01707800 0.01707800
> sesblf4 0.23239228 0.23239228
> log(prov.(In)) -2.01160823 -0.87660101
> log(pm.(In)) -4.16132557 -2.35116260
> log(pm.pv1o) -6.98272087 -5.17284124
> atanh(pm.(I).pv1) -7.98465439 -6.71075618
> log(pm.(In)) -3.74016652 -1.93693950
> log(pm.pv1t) -9.66383022 -7.88527146
> atanh(pm.(I).pv1) -1.73988647 -0.46569668
> attr(,"Probability")
> [1] 0.95
>
>
> > m1.12 <- lmer(o ~ pv1o + pv2o + pv1toa + pv2toa + sesblf + (pv1o | prov) + (pv1toa | prov) + (pv1o | pm), data = mydata[1:1392, ], family = quasipoisson)
> > HPDinterval(mcmcsamp(m1.12, n = 10000))
> lower upper
> (Intercept) -0.443061575 -0.443061575
> pv1o 0.145784210 0.145784210
> pv2o 0.032899568 0.032899568
> pv1toa 0.026326962 0.026326962
> pv2toa 0.002251301 0.002251301
> sesblf2 0.321052133 0.321052133
> sesblf3 0.016162887 0.016162887
> sesblf4 0.213160215 0.213160215
> log(prov.(In)) -1.558074949 -0.356582122
> log(prov.pv1o) -5.675655643 -4.488932586
> atanh(prv.(I).pv1) -2.680508143 -1.837073359
> log(prov.(In)) -2.879667257 -1.665153073
> log(prov.pv1t) -8.939603075 -7.728957475
> atanh(prv.(I).pv1) -1.979096998 -1.125821675
> log(pm.(In)) -3.715644215 -1.907578884
> log(pm.pv1o) -7.149593475 -5.332610229
> atanh(pm.(I).pv1) -1.662717526 -0.365192495
> attr(,"Probability")
> [1] 0.95
>
>
> > m1.13 <- lmer(o ~ pv1o + pv2o + pv1toa + pv2toa + sesblf + (pv1o | prov) + (pv1toa | prov) + (pv1toa | pm), data = mydata[1:1392, ], family = quasipoisson)
> > HPDinterval(mcmcsamp(m1.13, n = 10000))
> lower upper
> (Intercept) -0.520671363 -0.520671363
> pv1o 0.143483258 0.143483258
> pv2o 0.023551563 0.023551563
> pv1toa 0.028365257 0.028365257
> pv2toa 0.004494341 0.004494341
> sesblf2 0.400505707 0.400505707
> sesblf3 0.072760610 0.072760610
> sesblf4 0.252793971 0.252793971
> log(prov.(In)) -1.664999620 -0.457571686
> log(prov.pv1o) -5.676457356 -4.482666134
> atanh(prv.(I).pv1) -2.422760733 -1.569174953
> log(prov.(In)) -2.466638158 -1.254008900
> log(prov.pv1t) -8.913571866 -7.705391788
> atanh(prv.(I).pv1) -1.971407906 -1.105821462
> log(pm.(In)) -3.708401541 -1.878728047
> log(pm.pv1t) -9.633734032 -7.816379065
> atanh(pm.(I).pv1) -1.760071642 -0.488676259
> attr(,"Probability")
> [1] 0.95
>
>
> > m1.14 <- lmer(o ~ pv1o + pv2o + pv1toa + pv2toa + sesblf + (pv1o | prov) + (pv1o | pm) + (pv1toa | pm), data = mydata[1:1392, ], family = quasipoisson)
> > HPDinterval(mcmcsamp(m1.14, n = 10000))
> lower upper
> (Intercept) -0.443656150 -0.443656150
> pv1o 0.162193691 0.162193691
> pv2o 0.031649149 0.031649149
> pv1toa 0.022429405 0.022429405
> pv2toa 0.002443997 0.002443997
> sesblf2 0.360466084 0.360466084
> sesblf3 0.016536949 0.016536949
> sesblf4 0.231307640 0.231307640
> log(prov.(In)) -1.339206184 -0.149150781
> log(prov.pv1o) -5.335011824 -4.152221345
> atanh(prv.(I).pv1) -1.943320599 -1.087748000
> log(pm.(In)) -4.267623575 -2.442556980
> log(pm.pv1o) -7.190055027 -5.371607393
> atanh(pm.(I).pv1) -3.831335751 -2.554657428
> log(pm.(In)) -4.045019561 -2.242185600
> log(pm.pv1t) -9.952372879 -8.157867980
> atanh(pm.(I).pv1) -1.606404138 -0.325092337
> attr(,"Probability")
> [1] 0.95
>
>
> > m1.15 <- lmer(o ~ pv1o + pv2o + pv1toa + pv2toa + sesblf + (pv1toa | prov) + (pv1o | pm) + (pv1toa | pm), data = mydata[1:1392, ], family = quasipoisson)
> > HPDinterval(mcmcsamp(m1.15, n = 10000))
> lower upper
> (Intercept) -0.492628035 -0.492628035
> pv1o 0.066932526 0.066932526
> pv2o 0.032558697 0.032558697
> pv1toa 0.031964223 0.031964223
> pv2toa 0.006872102 0.006872102
> sesblf2 0.462985660 0.462985660
> sesblf3 0.059477673 0.059477673
> sesblf4 0.228330298 0.228330298
> log(prov.(In)) -1.284303557 -0.103539433
> log(prov.pv1t) -8.417909708 -7.204367435
> atanh(prv.(I).pv1) -1.282230449 -0.436899596
> log(pm.(In)) -3.964190389 -2.154068579
> log(pm.pv1o) -7.288337695 -5.491624377
> atanh(pm.(I).pv1) -2.373590093 -1.106568121
> log(pm.(In)) -3.689622102 -1.867271754
> log(pm.pv1t) -9.611438322 -7.798522903
> atanh(pm.(I).pv1) -2.542602654 -1.259583953
> attr(,"Probability")
> [1] 0.95
>
>
>
>
>
> > m1.17 <- lmer(o ~ pv1o + pv2o + pv1toa + pv2toa + sesblf + (1 | prov), data = mydata[1:1392, ], family = quasipoisson)
> > HPDinterval(mcmcsamp(m1.17, n = 10000))
> lower upper
> (Intercept) -0.4556673441 0.013126565
> pv1o 0.0453480105 0.064682544
> pv2o 0.0151423969 0.034835504
> pv1toa 0.0183202799 0.026733287
> pv2toa -0.0020464788 0.006746995
> sesblf2 0.2216241893 0.441465720
> sesblf3 -0.0005681114 0.209583281
> sesblf4 0.1468518151 0.356648966
> log(prov.(In)) -1.9257817242 -0.683522096
> attr(,"Probability")
> [1] 0.95
>
>
> > m1.18 <- lmer(o ~ pv1o + pv2o + pv1toa + pv2toa + sesblf + (1 | pm), data = mydata[1:1392, ], family = quasipoisson)
> > HPDinterval(mcmcsamp(m1.18, n = 10000))
> lower upper
> (Intercept) -0.30685638 0.228099238
> pv1o 0.07232589 0.090089888
> pv2o 0.03628791 0.055208902
> pv1toa 0.01722480 0.026059233
> pv2toa -0.01216203 -0.002886872
> sesblf2 -0.06651472 0.679455774
> sesblf3 -0.32185743 0.425081143
> sesblf4 -0.19286322 0.550831225
> log(pm.(In)) -4.34513788 -2.000295046
> attr(,"Probability")
> [1] 0.95
>
>
> > m1.19 <- lmer(o ~ pv1o + pv2o + pv1toa + pv2toa + sesblf + (pv1o | prov), data = mydata[1:1392, ], family = quasipoisson)
> > HPDinterval(mcmcsamp(m1.19, n = 10000))
> lower upper
> (Intercept) -0.732466301 -0.095762021
> pv1o 0.109101825 0.205227082
> pv2o 0.014971677 0.035573998
> pv1toa 0.015082087 0.024262828
> pv2toa -0.003380130 0.005867948
> sesblf2 0.252479830 0.479557058
> sesblf3 0.023607887 0.241040795
> sesblf4 0.140224883 0.358214042
> log(prov.(In)) -1.188516571 0.105022406
> log(prov.pv1o) -5.250761065 -3.673800387
> atanh(prv.(I).pv1) -1.895520991 -0.894677411
> attr(,"Probability")
> [1] 0.95
>
>
> > m1.20 <- lmer(o ~ pv1o + pv2o + pv1toa + pv2toa + sesblf + (pv1toa | prov), data = mydata[1:1392, ], family = quasipoisson)
> > HPDinterval(mcmcsamp(m1.20, n = 10000))
> lower upper
> (Intercept) -0.654205909 -0.062846199
> pv1o 0.044454141 0.063085006
> pv2o 0.018996380 0.038600912
> pv1toa 0.023692650 0.041228419
> pv2toa -0.001622876 0.006471938
> sesblf2 0.253318503 0.460385395
> sesblf3 0.041646544 0.232981172
> sesblf4 0.114749796 0.309772745
> log(prov.(In)) -1.179070095 0.115172146
> log(prov.pv1t) -8.502052140 -7.093668453
> atanh(prv.(I).pv1) -1.406595407 -0.442011756
> attr(,"Probability")
> [1] 0.95
>
>
> > m1.21 <- lmer(o ~ pv1o + pv2o + pv1toa + pv2toa + sesblf + (pv1o | prov) + (pv1toa | prov), data = mydata[1:1392, ], family = quasipoisson)
> > HPDinterval(mcmcsamp(m1.21, n = 10000))
> lower upper
> (Intercept) -0.809795120 -0.092818083
> pv1o 0.102320721 0.195798084
> pv2o 0.013958996 0.035777516
> pv1toa 0.015285309 0.032155176
> pv2toa -0.001270502 0.008386427
> sesblf2 0.265843858 0.488668321
> sesblf3 0.022096224 0.246423841
> sesblf4 0.146323603 0.368723416
> log(prov.(In)) -2.053426653 -0.003235248
> log(prov.pv1o) -5.494391785 -3.713515236
> atanh(prv.(I).pv1) -6.542210732 -0.849163554
> log(prov.(In)) -2.693832187 -0.335722676
> log(prov.pv1t) -9.432610814 -7.470030780
> atanh(prv.(I).pv1) -4.334208695 -0.366701490
> attr(,"Probability")
> [1] 0.95
>
>
> > m1.22 <- lmer(o ~ pv1o + pv2o + pv1toa + pv2toa + sesblf + (pv1o | pm), data = mydata[1:1392, ], family = quasipoisson)
> > HPDinterval(mcmcsamp(m1.22, n = 10000))
> lower upper
> (Intercept) -0.464495795 0.251100466
> pv1o 0.058394653 0.150951592
> pv2o 0.044325579 0.064938826
> pv1toa 0.012090092 0.022003334
> pv2toa -0.007826689 0.002510138
> sesblf2 -0.198332573 0.732862207
> sesblf3 -0.451325552 0.428932303
> sesblf4 -0.282425435 0.600581823
> log(pm.(In)) -3.340172245 -0.892699307
> log(pm.pv1o) -6.211385523 -4.186685594
> atanh(pm.(I).pv1) -1.804149382 -0.051858193
> attr(,"Probability")
> [1] 0.95
>
>
> > m1.24 <- lmer(o ~ pv1o + pv2o + pv1toa + pv2toa + sesblf + (pv1o | pm) + (pv1toa | pm), data = mydata[1:1392, ], family = quasipoisson)
> > HPDinterval(mcmcsamp(m1.24, n = 10000))
> lower upper
> (Intercept) -0.618999654 0.371571883
> pv1o 0.058341562 0.153168044
> pv2o 0.041622796 0.062613888
> pv1toa 0.006833982 0.025585021
> pv2toa -0.006074951 0.004975857
> sesblf2 -0.703034251 1.379272724
> sesblf3 -0.494385351 0.459530213
> sesblf4 -0.296029582 0.674519473
> log(pm.(In)) -3.918382813 -0.627437580
> log(pm.pv1o) -6.248238619 -4.142139977
> atanh(pm.(I).pv1) -7.304481224 -0.036363295
> log(pm.(In)) -6.083394919 -0.025413685
> log(pm.pv1t) -10.436085207 -7.435829249
> atanh(pm.(I).pv1) -6.066684183 3.950585563
> attr(,"Probability")
> [1] 0.95
>
>
>
>
>
>
> On 4/1/07, Seyed Reza Jafarzadeh <srjafarzadeh at gmail.com> wrote:
> > Hi,
> >
> > Can anyone tell me why I am not getting the correct intervals for
> > fixed effect terms for the following generalized linear mixed model
> > from HPDinterval:
> >
> > > sessionInfo()
> > R version 2.4.1 (2006-12-18)
> > i386-pc-mingw32
> >
> > locale:
> > LC_COLLATE=English_United States.1252;LC_CTYPE=English_United
> > States.1252;LC_MONETARY=English_United
> > States.1252;LC_NUMERIC=C;LC_TIME=English_United States.1252
> >
> > attached base packages:
> > [1] "stats" "graphics" "grDevices" "utils" "datasets"
> > "methods" "base"
> >
> > other attached packages:
> > coda lme4 Matrix lattice
> > "0.10-7" "0.9975-13" "0.9975-11" "0.14-17"
> >
> > > summary(o[1:1392])
> > Min. 1st Qu. Median Mean 3rd Qu. Max.
> > 0.0 0.0 1.0 2.3 3.0 30.0
> >
> > > summary(pv1o[1:1392])
> > Min. 1st Qu. Median Mean 3rd Qu. Max.
> > 0.000 0.000 1.000 2.322 3.000 30.000
> >
> > > summary(pv2o[1:1392])
> > Min. 1st Qu. Median Mean 3rd Qu. Max.
> > 0.000 0.000 1.000 2.315 3.000 30.000
> >
> > > summary(pv1toa[1:1392])
> > Min. 1st Qu. Median Mean 3rd Qu. Max.
> > 0.00 4.00 7.00 11.99 15.00 108.00
> >
> > > summary(pv2toa[1:1392])
> > Min. 1st Qu. Median Mean 3rd Qu. Max.
> > 0.00 4.00 7.00 11.94 15.00 108.00
> >
> > > m1.16 <- lmer(o ~ pv1o + pv2o + pv1toa + pv2toa + sesblf + (pv1o | prov) + (pv1toa | prov) + (pv1o | pm) + (pv1toa | pm), data = mydata[1:1392,], family = quasipoisson)
> >
> > > m1.16
> > Generalized linear mixed model fit using Laplace
> > Formula: o ~ pv1o + pv2o + pv1toa + pv2toa + sesblf + (pv1o | prov) +
> > (pv1toa | prov) + (pv1o | pm) + (pv1toa | pm)
> > Data: mydata[1:1392, ]
> > Family: quasipoisson(log link)
> > AIC BIC logLik deviance
> > 2285 2390 -1123 2245
> > Random effects:
> > Groups Name Variance Std.Dev. Corr
> > prov (Intercept) 0.68110734 0.825292
> > pv1o 0.01182079 0.108723 -0.927
> > prov (Intercept) 0.09896363 0.314585
> > pv1toa 0.00029002 0.017030 -0.182
> > pm (Intercept) 0.05023998 0.224143
> > pv1o 0.00234292 0.048404 -0.789
> > pm (Intercept) 0.01918719 0.138518
> > pv1toa 0.00011984 0.010947 -0.086
> > Residual 1.54376281 1.242483
> > number of obs: 1392, groups: prov, 24; prov, 24; pm, 12; pm, 12
> >
> > Fixed effects:
> > Estimate Std. Error t value
> > (Intercept) -0.372258 0.233326 -1.595
> > pv1o 0.151591 0.028778 5.268
> > pv2o 0.029524 0.007247 4.074
> > pv1toa 0.025669 0.006221 4.126
> > pv2toa 0.004344 0.003755 1.157
> > sesblf2 0.074507 0.186258 0.400
> > sesblf3 -0.037145 0.188021 -0.198
> > sesblf4 0.155999 0.187175 0.833
> >
> > Correlation of Fixed Effects:
> > (Intr) pv1o pv2o pv1toa pv2toa ssblf2 ssblf3
> > pv1o -0.638
> > pv2o -0.036 -0.099
> > pv1toa -0.073 -0.050 -0.029
> > pv2toa -0.043 -0.035 -0.156 -0.458
> > sesblf2 -0.411 -0.009 0.040 0.002 0.012
> > sesblf3 -0.412 -0.005 0.039 -0.002 0.037 0.516
> > sesblf4 -0.413 -0.006 0.044 0.003 0.028 0.513 0.514
> >
> > > s1.16 <- mcmcsamp(m1.16, n = 100000)
> >
> > > HPDinterval(s1.16)
> > lower upper
> > (Intercept) -0.372258256 -0.372258256
> > pv1o 0.151590854 0.151590854
> > pv2o 0.029524315 0.029524315
> > pv1toa 0.025668727 0.025668727
> > pv2toa 0.004343653 0.004343653
> > sesblf2 0.074507427 0.074507427
> > sesblf3 -0.037144631 -0.037144631
> > sesblf4 0.155998825 0.155998825
> > log(prov.(In)) -1.547675380 -0.345723770
> > log(prov.pv1o) -5.610048117 -4.407086692
> > atanh(prv.(I).pv1) -2.509960360 -1.663905782
> > log(prov.(In)) -4.030294678 -2.823797787
> > log(prov.pv1t) -9.370781684 -8.165302813
> > atanh(prv.(I).pv1) -1.146944941 -0.289800204
> > log(pm.(In)) -4.420270387 -2.597929912
> > log(pm.pv1o) -7.227500164 -5.401277510
> > atanh(pm.(I).pv1) -2.172644329 -0.886969199
> > log(pm.(In)) -6.071675906 -4.252728431
> > log(pm.pv1t) -10.230334351 -8.403082501
> > atanh(pm.(I).pv1) -0.810182999 0.503799332
> > attr(,"Probability")
> > [1] 0.95
> >
> >
> >
> >
> > Thanks,
> > Reza
> >
>
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