[R] lme funcion in R

[David Winsemius]

On Aug 4, 2009, at 8:47 PM, David Winsemius wrote:

>
> On Aug 4, 2009, at 7:48 PM, Hongwei Dong wrote:
>
>> Yeah, I have a very large sample size, about 60,000 observations.
>> Multicollinearity should not be a problem here. The weird thing is  
>> that SPSS
>> can converge very quickly and gives out reasonable results.
>> The only problem I can think of is that, my first level (random)  
>> variables
>> are dummy variables: 6 housing types, and I used five dummies in  
>> model and
>> one as the reference. I also tried to combine them into two groups  
>> and use
>> only dummy at random level, but it does not work either.
>>
>> is there any one here has similar experience with the LME function  
>> in R?
>
> I have absolutely no experience with "LME" but I can predict with  
> very high probability
> that you would be getting more sensible result if you modeled those  
> housing types with a

> single factor variable rather than creating 6 dummies.

> ((Would one generally not create a reference dummy?)

            ^^^meant to create a double negative here ^^^
>

... avoid creating a reference dummy?????

>
> ?factor
>
> -- 
> David.
>
>>
>> Thanks.
>>
>> Harry
>>
>>
>>
>> On Tue, Aug 4, 2009 at 1:28 AM, ONKELINX, Thierry
>> <Thierry.ONKELINX at inbo.be>wrote:
>>
>>> Dear Harry,
>>>
>>> Your model seems rather complex. Do you have enough data to  
>>> support it?
>>> Did you check for multicollinearity between the variables?
>>>
>>> HTH,
>>>
>>> Thierry
>>>
>>>
>>>
>>> ------------------------------------------------------------------------
>>> ----
>>> ir. Thierry Onkelinx
>>> Instituut voor natuur- en bosonderzoek / Research Institute for  
>>> Nature
>>> and Forest
>>> Cel biometrie, methodologie en kwaliteitszorg / Section biometrics,
>>> methodology and quality assurance
>>> Gaverstraat 4
>>> 9500 Geraardsbergen
>>> Belgium
>>> tel. + 32 54/436 185
>>> Thierry.Onkelinx at inbo.be
>>> www.inbo.be
>>>
>>> To call in the statistician after the experiment is done may be no  
>>> more
>>> than asking him to perform a post-mortem examination: he may be  
>>> able to
>>> say what the experiment died of.
>>> ~ Sir Ronald Aylmer Fisher
>>>
>>> The plural of anecdote is not data.
>>> ~ Roger Brinner
>>>
>>> The combination of some data and an aching desire for an answer  
>>> does not
>>> ensure that a reasonable answer can be extracted from a given body  
>>> of
>>> data.
>>> ~ John Tukey
>>>
>>> -----Oorspronkelijk bericht-----
>>> Van: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org 
>>> ]
>>> Namens Hongwei Dong
>>> Verzonden: maandag 3 augustus 2009 19:45
>>> Aan: r-help at r-project.org
>>> Onderwerp: Re: [R] lme funcion in R
>>>
>>> Thanks for the replies above. Here are my script and data structure:
>>> library(nlme)
>>> tlevel<-lme(fixed = LN_unitlandval ~
>>> MH_D+APT_D+ResOth_D+NonRes_D+Vacant_D+access_emp1+pct_vacant 
>>> +transit_D+p
>>> ark_dum,data=lusdrdata,random
>>> = ~MH_D+APT_D+ResOth_D+NonRes_D+Vacant_D | TAZ)
>>>
>>> str:
>>>
>>> $ TAZ : int 100 100 100 100 100 100 100 100 100 100 ...
>>> $ MH_D : num 0 0 0 0 0 0 0 0 0 0 ...
>>> $ APT_D : num 0 0 0 0 0 0 0 0 0 0 ... $ ResOth_D : num 0 0 0 0 0 0  
>>> 0 0 0
>>> 0 ... $ NonRes_D : num 0 0 0 0 0 0 0 0 0 1 ...
>>> $ Vacant_D : num 1 1 1 0 0 1 1 1 1 0 ...
>>> $ access_emp1 : num 45.8 45.8 45.8 45.8 45.8 ...
>>> $ pct_vacant : num 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.8 ... $
>>> transit_D :
>>> num 0 0 0 0 0 0 0 0 0 0 ... $ park_dum : num 0 0 0 0 0 0 0 0 0 0 ...
>>>
>>>
>>> Thanks.
>>>
>>> Harry
>>>
>>>
>>>
>>> On Mon, Aug 3, 2009 at 10:36 AM, Jason Morgan <jwm-r- 
>>> help at skepsi.net>
>>> wrote:
>>>
>>>> On 2009.08.03 10:15:46, Hongwei Dong wrote:
>>>>> Hi, R users,
>>>>> I'm using the "lme" function in R to estimate a 2 level mixed
>>>>> effects model, in which the size of the subject groups are
>>>>> different. It turned
>>>> out
>>>>> that It takes forever for R to converge. I also tried the same  
>>>>> thing
>>>
>>>>> in
>>>> SPSS
>>>>> and SPSS can give the results out within 20 minutes. Anyone can  
>>>>> give
>>>
>>>>> me
>>>> some
>>>>> advice on the lme function in R, especially why R does not  
>>>>> converge?
>>>> Thanks.
>>>>>
>>>>> Harry
>>>>
>>>> Hello Harry,
>>>>
>>>> As Chuck mentions, providing some more information on the model and
>>>> the data you are using would be helpful. Also, be sure to compare  
>>>> the
>>>> optimization methods used in SPSS to that used in R. You can change
>>>> the optimization method in R if the default seems to be causing
>>>> issues. See help(lmeControl) for numerous setting options.
>>>>
>>>> ~Jason
>>>>
>>>> --
>>>> Jason W. Morgan
>>>> Graduate Student
>>>> Department of Political Science
>>>> *The Ohio State University*
>>>> 154 North Oval Mall
>>>> Columbus, Ohio 43210
>>>>
>>>>
>>>
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>>
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>>
>> ______________________________________________
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>> and provide commented, minimal, self-contained, reproducible code.
>
> David Winsemius, MD
> Heritage Laboratories
> West Hartford, CT
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

David Winsemius, MD
Heritage Laboratories
West Hartford, CT