[R] Mixed Modeling in lme4

[Indrajit Sengupta]

Thanks a lot Joshua.

Regards,
Indrajit

On Tue, Apr 30, 2013 at 1:13 PM, Joshua Wiley <jwiley.psych at gmail.com> wrote:
> Hi Indrajit,
>
> In your first SAS code, change to type=un.  cs imposes the (somewhat
> dubious) assumption that the variance of both the intercept and slope are
> equal.  If you are using lme4, all random effects in a single block (e.g.,
> (1 + month | batch) the 1 = intercept and month = random slope) will have an
> unstructured (or freely estimated) variance covariance matrix.
>
> Cheers,
>
> Josh
>
>
>
> On Mon, Apr 29, 2013 at 11:26 PM, Indrajit Sengupta
> <indrajitsg2013 at gmail.com> wrote:
>>
>> Hi All,
>>
>> I am trying to shift from running mixed models in SAS using PROC MIXED
>> to using lme4 package in R. In trying to match the coefficients of R
>> output to that of SAS output, I came across this problem.
>>
>> The dataset I am using is this one:
>>
>>
>> http://support.sas.com/documentation/cdl/en/statug/63033/HTML/default/viewer.htm#statug_mixed_sect034.htm
>>
>> If I run the following code:
>>
>> proc mixed data=rc method=ML covtest;
>> class Batch;
>> model Y = Month / s;
>> random Int Month / type=cs sub=Batch s;
>> run;
>>
>> The Fixed effect coefficients match with that of R. But the random
>> effect does not. Here is the R code:
>>
>> rc <- read.table('rc.csv', sep = ',', header=T, na.strings=".")
>>
>> m1 <- lmer(formula = Y ~ Month + (Month|Batch), data = rc, REML = F)
>>
>> summary(m1)
>>
>> fixef(m1)
>>
>> ranef(m1)
>>
>> But if I change the SAS code as follows:
>>
>> proc mixed data=rc method=ML covtest;
>> class Batch;
>> model Y = Month / s;
>> random Int / type=cs sub=Batch s;
>> run;
>>
>> and the R code as follows:
>>
>> m2 <- lmer(formula = Y ~ Month + (1|Batch), data = rc, REML = F)
>>
>> summary(m2)
>>
>> fixef(m2)
>>
>> ranef(m2)
>>
>> both fixed and random effect coefficients match. I am unable to
>> understand this discrepancy. Am I wrongly specifying the model in the
>> first case?
>>
>> It would be helpful if someone can throw some light on this.
>>
>> Regards,
>> Indrajit
>>
>> ______________________________________________
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>> and provide commented, minimal, self-contained, reproducible code.
>
>
>
>
> --
> Joshua Wiley
> Ph.D. Student, Health Psychology
> University of California, Los Angeles
> http://joshuawiley.com/
> Senior Analyst - Elkhart Group Ltd.
> http://elkhartgroup.com