[R-sig-ME] Crossed random effects

[Andrew Robinson]

On Tue, Mar 13, 2007 at 02:31:56PM -0500, Douglas Bates wrote:
> On 3/13/07, Kevin Wright <kw.statr at gmail.com> wrote:
> > I am confused by some apparent contradictions about fitting crossed
> > random effects in software.  Consider this quote from
> > http://www.mpi.nl/world/persons/private/baayen/publications/baayenDavidsonBates.pdf
> > "To our knowledge, the only software currently available for fitting
> > mixed-effects models with crossed random effects is the lme4 package"
> 
> That statement should have been more carefully worded.  It is in
> reference to the types of experimental situations described in that
> paper where random effects are associated with subject and item,
> subjects are crossed with item and the numbers of both the subjects
> and the items can be very large.
> 
> > Yet, nlme and GLIMMIX appear to claim that crossed-random effects can
> > be fit by those respective tools:
> >
> > In Mixed Effects Models in S and S-Plus:
> > "The crossed random-effects structure is represented in lme by a
> > combination of pdBlocke3d and pdIdent objects" (page 163)
> 
> It is possible to fit a model with crossed random effects with lme
> provided that the number of levels of both of the crossed factors is
> small.  Otherwise you end up with huge, sparse model matrices that are
> being treated as dense matrices and you quickly run out of memory or
> time or both.
> 
> Really, doesn't a random effects specification like
> pdBlocked(list(pdIdent(~ rows - 1), pdIdent(~ columns - 1))) smell
> like a kludge to you?

You must have one of those fancy new monitors.

Cheers,

Andrew
-- 
Andrew Robinson  
Department of Mathematics and Statistics            Tel: +61-3-8344-9763
University of Melbourne, VIC 3010 Australia         Fax: +61-3-8344-4599
http://www.ms.unimelb.edu.au/~andrewpr
http://blogs.mbs.edu/fishing-in-the-bay/