[R] Questions on the results from glmmPQL(MASS)
Ben Bolker
bolker at ufl.edu
Sat Dec 6 21:10:23 CET 2008
zhijie zhang wrote:
>
> Dear Rusers,
> I have used R,S-PLUS and SAS to analyze the sample data "bacteria" in
> MASS package. Their results are listed below.
> I have three questions, anybody can give me possible answers?
> Q1:From the results, we see that R get 'NAs'for AIC,BIC and logLik, while
> S-PLUS8.0 gave the exact values for them. Why?
>
This is a philosophical difference between S-PLUS and R.
Since glmmPQL uses quasi-likelihood, technically there is
no log-likelihood (hence no AIC nor BIC, which are based
on the log-likelihood) for this model -- the argument is that
one is limited to looking at Wald tests (testing the Z- or
t-statistics, i.e. parameter estimates divided by estimated
standard errors) for inference in this case.
zhijie zhang wrote:
>
> Q2: The model to analyse the data is logity=b0+u+b1*trt+b2*I(week>2), but
> the results for Random effects in R/SPLUS confused me. SAS may be clearer.
> Random effects:
> Formula: ~1 | ID
> (Intercept) Residual
> StdDev: 1.410637 0.7800511
> Which is the random effect 'sigma'? I think it is "1.410637", but what
> does "0.7800511" mean? That is, i want ot know how to explain/use the
> above two data for Random effects.
>
The (Intercept) random effect is the variance in intercept
across grouping factors .
The residual (0.78) is (I believe) the individual-level error estimated for
the
underlying linear mixed model -- you can probably ignore this.
zhijie zhang wrote:
>
> Q3:In SAS and other softwares, we can get *p*-values for the random effect
> 'sigma', but i donot see the *p*-values in the results of R/SPLUS. I have
> used attributes() to look for them, but no *p* values. Anybody knows how
> to
> get *p*-values for the random effect 'sigma',.
> Any suggestions or help are greatly appreciated.
> #R Results:MASS' version 7.2-44; R version 2.7.2
> library(MASS)
> summary(glmmPQL(y ~ trt + I(week > 2), random = ~ 1 | ID,family =
> binomial,
> data = bacteria))
>
> Linear mixed-effects model fit by maximum likelihood
> Data: bacteria
> AIC BIC logLik
> NA NA NA
>
> Random effects:
> Formula: ~1 | ID
> (Intercept) Residual
> StdDev: 1.410637 0.7800511
>
> Variance function:
> Structure: fixed weights
> Formula: ~invwt
> Fixed effects: y ~ trt + I(week > 2)
> Value Std.Error DF t-value
> p-value
> (Intercept) 3.412014 0.5185033 169 6.580506 0.0000
> trtdrug -1.247355 0.6440635 47 -1.936696 0.0588
> trtdrug+ -0.754327 0.6453978 47 -1.168779 0.2484
> I(week > 2)TRUE -1.607257 0.3583379 169 -4.485311 0.0000
> Correlation:
> (Intr) trtdrg trtdr+
> trtdrug -0.598
> trtdrug+ -0.571 0.460
> I(week > 2)TRUE -0.537 0.047 -0.001
>
> #S-PLUS8.0: The results are the same as R except the followings:
> AIC BIC logLik
> 1113.622 1133.984 -550.8111
>
> #SAS9.1.3
> proc nlmixed data=b;
> parms b0=-1 b1=1 b2=1 sigma=0.4;
> yy=b0+u+b1*trt+b2*week;
> p=1/(1+exp(-yy));
> Model response~binary(p);
> Random u~normal(0,sigma) subject=id;
> Run;
>
> -2 Log Likelihood = 192.2
> AIC (smaller is better)=200.2
> AICC (smaller is better) =200.3
> BIC (smaller is better)= 207.8
>
>
> Parameter Estimates
>
> Standard
> Parameter Estimate Error DF t Value Pr > |t| Alpha
> Lower Upper Gradient
>
> b0 3.4966 0.6512 49 5.37 <.0001 0.05
> 2.1880 4.8052 -4.69E-6
> trt -0.6763 0.3352 49 -2.02 0.0491 0.05
> -1.3500 -0.00266 -0.00001
> I(week>2) -1.6132 0.4785 49 -3.37 0.0015 0.05 -2.5747
> -0.6516 -9.35E-7
> sigma 1.5301 0.9632 49 1.59 0.1186 0.05
> -0.4054 3.4656 -2.42E-6
>
In general (alas) it is *extremely* difficult to get *correct*
p-values for effects (both fixed and random, although fixed
might be even worse) in GLMMs, despite the fact that SAS
will happily give them to you. In general you can get
p-values for random effects via a likelihood ratio test on
the difference of nested models with and without
the relevant effects. In this case that's a little bit trickier
because (1) glmmPQL won't give you log-likelihoods
(2) glmmPQL won't fit models without any random effects
at all, and comparing log-likelihoods across different
fitting procedures is always a little risky -- you have to make
sure they are including the same constants in the log-likelihood.
A partial solution is to use the lmer function in the lme4 package:
lme2 <- lmer(y ~ trt + I(week > 2)+(1|ID), family = binomial, data =
bacteria)
which gives you similar estimates (a good idea in any case, because
in any case PQL is not reliable for binary data -- see Breslow 2003).
This will give you a likelihood etc. for the model. You still need to
work out whether comparing AIC/BIC log-likelihood between lmer
and glm (which you need to fit the model without random effects)
is sensible.
I would strongly recommend that you follow up further questions
on this topic to r-sig-mixed-models at r-project.org , which is a
special mailing list for mixed models.
good luck,
Ben Bolker
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