[R] HLM Model

[Jeremy Miles]

The empirical statement on the proc mixed line gives you robust
standard errors, I don't think you get them in R.

In SAS you specify that the predictors are to be dummy coded using the
class .  Are they factors in R?  I can't tell from the SAS output,
because the formatting has been lost.  However, it appears that in R
you did not dummy code them.  It also appears you haven't given use
all of the SAS output.

Jeremy





On 27 January 2011 15:52, Belle <ping.yi at gmail.com> wrote:
>
> Hi Harold:
>
> I know the outputs are different between SAS and R, but the results that I
> got have big difference.
>
> Here is part of the result based on the SAS code I provided earlier:
>
>                                Cov Parm     Subject    Estimate       Error
> Value      Pr > Z
>
>                                UN(1,1)      team        177.53      273.66
> 0.65       0.2583
>                                Residual                    2161.15
> 67.1438      32.19      <.0001
>
>                                                   Solution for Fixed
> Effects
>
>
> Standard
>  Effect          pairs    grade      school        Estimate       Error
> DF    t Value    Pr > |t|
>
>  Intercept                                             638.82       4.6127
> 5     138.49      <.0001
>  trt                                                      -0.2955
> 3.4800       5      -0.08      0.9356
>  pairs              1                                    0.1899       7.1651
> 5       0.03      0.9799
>  pairs              2                                    31.1293      6.0636
> 5       5.13      0.0037
>   .
>   .
>   .
>
> In R:
> library(lme4)
> mixed<- lmer(Pre~trt+pairs+grade+school+(1|team), test)
>
> result:
>
> Random effects:
>  Groups                 Name        Variance Std.Dev.
>  team               (Intercept)     568.61  23.846
>  Residual                               2161.21  46.489
>
> Fixed effects:
>                          Estimate        Std. Error    t value
> (Intercept)                540.402     43.029       12.559
> trt                           7.291        13.084        0.557
> pairs                       -3.535         6.150        -0.575
>
> In random effect, the variance of team in SAS is 177.53, but it is 568.61 in
> R. Also I have negative estimate for trt in SAS but positive estimate for
> trt in R. I am wondering how this happened, and how can I solve this problem
> so that I can get similar result from both software.
>
> Also does R provides result for fixed effect of each level? For example, the
> result of pair1, pair2,pair3,..., and grade1, grade2, grade3,...
>
> --
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>
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>



-- 
Jeremy Miles
Psychology Research Methods Wiki: www.researchmethodsinpsychology.com