[R-sig-ME] Simulating Data from a Generalized Linear Mixed Model
Chuck Cleland
ccleland at optonline.net
Fri Aug 24 14:42:24 CEST 2007
Hello:
Does anyone have suggestions for how one can simulate data for a
generalized linear mixed model? For example, below are summaries of two
models fit by lmer() for which I would like to simulate new data. If
the summaries do not provide sufficient information to generate new
observations, what other information is needed?
thanks for any help,
Chuck
> summary(fm1)
Linear mixed-effects model fit by REML
Formula: Y ~ V7 * TIME + (TIME | id)
Data: df.uni
AIC BIC logLik MLdeviance REMLdeviance
8795 8836 -4390 8763 8781
Random effects:
Groups Name Variance Std.Dev. Corr
id 0.23671 0.48653
0.52332 0.72341 -0.079
Residual 0.51130 0.71506
number of obs: 2611, groups: id, 480
Fixed effects:
Estimate Std. Error t value
(Intercept) 0.02499 0.04311 0.580
V7 -0.08775 0.06027 -1.456
TIME 0.15238 0.04826 3.158
V7:TIME 0.29308 0.06717 4.364
Correlation of Fixed Effects:
(Intr) V7 TIME
V7 -0.715
TIME -0.106 0.076
V7:TIME 0.076 -0.107 -0.718
> summary(fm2)
Generalized linear mixed model fit using Laplace
Formula: Y ~ V7 * TIME + (TIME | id)
Data: df.uni
Family: binomial(logit link)
AIC BIC logLik deviance
2278 2319 -1132 2264
Random effects:
Groups Name Variance Std.Dev. Corr
id 0.63468 0.79667
2.96036 1.72057 0.125
number of obs: 2601, groups: id, 480
Estimated scale (compare to 1 ) 0.6274443
Fixed effects:
Estimate Std. Error z value Pr(>|z|)
(Intercept) 0.29549 0.12484 2.367 0.0179 *
V7 0.08769 0.17198 0.510 0.6101
TIME -0.67834 0.14820 -4.577 4.71e-06 ***
V7:TIME 0.45752 0.20165 2.269 0.0233 *
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Correlation of Fixed Effects:
(Intr) V7 TIME
V7 -0.726
TIME -0.260 0.189
V7:TIME 0.191 -0.253 -0.735
--
Chuck Cleland, Ph.D.
NDRI, Inc.
71 West 23rd Street, 8th floor
New York, NY 10010
tel: (212) 845-4495 (Tu, Th)
tel: (732) 512-0171 (M, W, F)
fax: (917) 438-0894
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