[R-sig-ME] fixed effects correlated with the intercept
Austin Frank
austin.frank at gmail.com
Fri Mar 23 20:07:01 CET 2007
And hello again!
I'm getting a result that is very confusing to me and I'm hoping for
some advice or clarification. I have two covariates that I consider
to be controls in my model. When I include either in the model, the
fixed effect shows a strong correlation ( > .85 ) with the intercept.
The result of including these factors is that the estimated intercept
is much lower than I would expect. Is there any conclusion to be
drawn from these correlations? Normally when I see correlations among
fixed effects I worry about collinearity. I'm absolutely confused
about what it would mean for a covariate to be collinear with the
estimated population mean. Any help is appreciated in clearing this
up.
It's possible that the appropriate conclusion is that I'm overfitting.
I'm not sure this is the case. The degrees of freedom in the model is
still relatively low compared to the number of data points (12 df on
~2500 observations). Is overfitting still the most likely culprit?
One attempt at dealing with the above problem was to remove the
intercept from the model. This causes lmer to estimate a coefficient
for each of the levels in the first factor in the model. I think that
this treatment did not resolve whatever problem there is with these
two covariates-- now instead of being correlated with the intercept,
they are correlated with both levels of the split factor.
While this approach didn't resolve my original issue, it did bring up
a few others. First of all, the coef() method fails on a model with
no intercept for the fixed effects, giving the error "unable to align
random and fixed effects". Is this a known issue? Is there a
workaround?
Second, while the estimates for both levels of the split factor are
shown to be significantly different from zero using mcmcsamp, I'm
still interested in whether there is a difference between the two
levels. What's the appropriate test to check the null hypothesis that
the difference between the two parameter estimates is zero?
Thanks again,
/au
--
Austin Frank
http://aufrank.net
GPG Public Key (D7398C2F): http://aufrank.net/personal.asc
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