[R-sig-ME] Different random effects variances for outcomes and groups

Sarah Barry sarah at stats.gla.ac.uk
Tue Sep 25 15:05:15 CEST 2007


Hi David,

Thanks for your reply.  I comment on your various questions below.

David Afshartous wrote:

>Hi Sarah,
>
>Did you receive any replies to your post?  Some comments below, perhaps
>tangential to you main question but possibly of interest.
>
>First let me make sure I understand you data structure.  You have 100
>children in each of 2 groups, and for each child you take 3 measurements at
>coordinate 1 and coordinate 2.
>Hence there are 100 x 2 x 3 x 3 = 1200 observations.  Moreover, the children
>in the two groups are different children, hence the different IDs in the
>data (as opposed to the same children being in both groups e.g. when each
>child receives both treatment and placebo; this affects the number of random
>effects).
>
>  
>
Yes, you are right here (apart from a typo - there are 100 x 2 x 3 x 2 = 
1200 observations).  The groups do contain different children.

>In your model equation:
>  
>
>>y_{ir}(t) = \beta_{0r} + \beta_{1r} group_i + \beta_{2r} t + \beta_{3r}
>>group_i : t  + b_{ir0} + group_i * b_{ir1} + \epsilon_{ir}(t),
>>
>>    
>>
>
>You have a random intercept model, where the intercept is broken down
>according to fixed effects for coordinate and group, and similarly for the
>slope.  I assume you want the random effect for the intercept stratified
>according to both group and coordinate.  I'm not sure how the terms above
>reflect this; perhaps all you need is the term b_{irp} ~ > N(0,
>\sigma_{rp}2), for p=0,1; r = 1,2.
>
>  
>
I think you're right here and this corresponds with what you say below.  
I think my model should be instead written as

y_{ir}(t) = \beta_{0r} + \beta_{1r} group_i + \beta_{2r} t + \beta_{3r}
group_i : t  + group_i * b_{irp} + \epsilon_{ir}(t),

where p=0,1 represents the value of 'group_i' and is distributed as you 
suggest.  This seems to make more sense than everyone having a random 
intercept from one distribution and group 1 having an additional one.  
This way they are completely separate.

>RE your simulation code to generate the random effects, I assume you have
>broken "randeff" into blocks of 300 ( = 1200/4) because the group x
>coordinate stratification yields 4 distinct combinations.
>However, I have a question RE the way in which these random effects are
>simulated.  For instance, consider patient 1 in group 1.  According to your
>simulation code, two separate random normals will be generated to reflect
>the random effect of this patient at coordinate 1 and coordinate 2, with
>random normal variance equal to the sum of the group random effect variance
>and the coordinate random effect variance.  However, I don't think this
>reflects the nesting appropriately.  Perhaps the group component should only
>be generated once as it is the same child in the same group; and the
>coordinate component is the part that needs to be generated twice. This of
>course will increase the correlation between the two realized values.
>(BTW, did you chose the standard deviations values of 15, 10, 25, and 20 to
>reflect the aforementioned sub-component structure, and if so what were the
>standard deviations of the sub-components?).
>
>  
>
Yes, I should have considered this more carefully.  Certainly the random 
effects for coordinates 1 and 2 for a particular individual should have 
been simulated from a multivariate normal distribution rather than from 
two separate normals.  I don't think that there is so much a group 
component and a coordinate component, as a coordinate component that 
differs depending on which group the individual comes from.  So, for 
example, instead of the randeff statement below we could have (repeated 
across times and inserted in the correct positions for each group):

randeff.gp0 <- mvrnorm(n.subj/2, c(0,0), matrix(c(100,50,50,400), 
nc=2))  # coordinates 1 and 2 (respectively) for individuals in group 0 #
randeff.gp1 <- mvrnorm(n.subj/2, c(0,0), matrix(c(225,70,70,625), 
nc=2))  # coordinates 1 and 2 (respectively) for individuals in group 1 #

I think the group itself should only be a fixed effect because, while 
individuals are randomly sampled from two populations of cleft-lip 
patients and healthy controls, the groups are fixed (not sampled from a 
population of groups).  What do you think?  This has been one point that 
I have wondered long and hard about.

>With respect to random effects, I assume your model will generate 400 unique
>random effects estimates, i.e., two (for each coordinate) for each of the
>200 children.  And each of these may be viewed as the sum of the
>sub-components of coordinate and group.  Running your first lmer2 model
>statement yields a 200 x 4 matrix for the estimated random effects, w/ each
>row being a patient and the columns corresponding apparently to the
>aforementioned subcomponents:
>
>An object of class ³ranef.lmer²
>[[1]]
>           coord1       coord2  coord1:group coord2:group
>1    -0.502182860   7.98888012  -4.590717867    5.6973871
>2    -0.190673717   3.38674017  -1.849503513    2.4098210
>3    -0.981561080  12.80952815  -8.127985669    9.1788197
>Etc
>
>However, I would think some of these cells need to be 0, e.g., each patient
>is only in 1 group and thus shouldn't have a random effect estimate from
>both groups?  Or am I reading the table completely wrong?
>
>Now, when I ran your second lmer2 model statement and checked the estimated
>random effects (too messy to copy here), I got two lists of 2 random effects
>per child (1 for each coordinate), where it appears that the two lists
>correspond to the two groups, and apparently there are 0's for children that
>were not in the respective group. Based on the estimated random effects
>produced by the two model statements, I think that the second more
>representative of what you're trying to do.  Have a look at the random
>effects for the second model statement and let me know if you agree.
>
>Cheers,
>David
>  
>
I do agree and I'm not sure now what model the first lmer2 model 
statement is actually fitting, because I would have expected at least 
some of the coord1:group and coord2:group random effects to be zero.  
The second lmer2 statement gives more sensible answers and corresponds 
with the rewritten model above.  Also when I check the estimated random 
effects variances and covariances against the actual values, there is 
good correspondence so I think I will proceed with this parameterisation.

Many thanks for your help,
Sarah

>
>
>
>
>On 9/19/07 8:28 AM, "Sarah Barry" <sarah at stats.gla.ac.uk> wrote:
>
>  
>
>>Dear all,
>>
>>I wonder if someone could give me some insight on coding lmer.  I have
>>facial shape data on children in two groups at four time points (3,6,12
>>and 24 months).  Each child has a set of coordinate positions measured
>>on their face at each time point (the set of coordinates is the same
>>across individuals and times).  Take coordinates 1 and 2 only for now
>>(reproducible code at the bottom of this email for simulated data).
>>
>>If I plot the trends for coordinates 1 and 2 for each individual over
>>time, there is a different amount of variance amongst the individuals
>>(at least in the intercept, and maybe in the slope) for the two
>>coordinates and also within the two groups, with group 1 (cleft) having
>>higher variation than group 0 (control).  I want to allow for these
>>sources of variation in the model.  The other thing is that I would
>>expect coordinate positions within an individual to be correlated so I
>>also want to allow for this.  The model, therefore, would be (for
>>coordinate r=1,2 measured on individual i at time t, group_i an
>>indicator variable taking value one for group 1 and zero otherwise):
>>
>>y_{ir}(t) = \beta_{0r} + \beta_{1r} group_i + \beta_{2r} t + \beta_{3r}
>>group_i : t  + b_{ir0} + group_i * b_{ir1} + \epsilon_{ir}(t),
>>
>>where \epsilon_{ir}(t) ~ N(0, \sigma2) and the random effect b_{irp} ~
>>N(0, \sigma_{rp}2), for p=0,1.   I think the following code is
>>appropriate (model 1):
>>
>>lmer2(y~-1+coord1+coord2+coord1:(time+group+time:group)+coord2:(time+group+tim
>>e:group) 
>>+ (0+coord1+coord2+coord1:group+coord2:group|ID), data=simdata)
>>
>>where coord1 and coord2 are indicator variables for coordinates 1 and 2,
>>respectively, time is continuous and group is an indicator variable
>>taking value one for the cleft group and zero for the controls.  Does
>>the random effects part make sense?  I'm especially unsure about
>>allowing correlations between all of the random effects terms, although
>>I think that's it's appropriate under this parameterisation because each
>>person has a value for both coordinates 1 and 2, and the group effect is
>>additional. 
>>
>>
>>An alternative parameterisation is (model 2):
>>
>>lmer2(y~-1+coord1+coord2+coord1:(time+group+time:group)+coord2:(time+group+tim
>>e:group) 
>>+ (0+gp0:coord1+gp0:coord2|ID)+(0+coord1:group+coord2:group|ID),
>>data=simdata),
>>
>>where gp0 is an indicator variable taking value one if the individual is
>>in group 0 and zero otherwise.  It seems to me that this should be
>>equivalent to model 1, but it doesn't appear to be (perhaps this just
>>comes down to fewer correlations estimated in model 2).
>>
>>If a correlation between random effects is estimated to be 1 or -1, is
>>this generally because the model is over-parameterised?
>>
>>Reproducible code is below.
>>
>>set.seed(100)
>>n.subj <- 200
>>n.times <- 3
>>n.coords <- 2
>>simdata <- data.frame(coord1=c(rep(1,n.subj*n.times),
>>rep(0,n.subj*n.times)))
>>simdata$coord2 <- c(rep(0,n.subj*n.times), rep(1,n.subj*n.times))
>>simdata$coord <- ifelse(simdata$coord1==1, 1, 2)
>>simdata$ID <- rep(rep(1:n.subj, each=n.times),2)
>>simdata$time <- rep(1:n.times, n.subj*n.coords)
>>simdata$group <- rep(c(1,0,1,0), each=n.subj*n.times/2)
>>simdata$gp0 <- 1-simdata$group
>>simdata$y <- rep(NA, dim(simdata)[1])
>>randeff <- c(rep(rnorm(n.subj/2, 0, 15),each=n.times),
>>rep(rnorm(n.subj/2, 0, 10), each=n.times), rep(rnorm(n.subj/2, 0, 25),
>>each=n.times), rep(rnorm(n.subj/2, 0, 20), each=3))
>>for (i in 1:dim(simdata)[1]) simdata$y[i] <- rnorm(1,
>>randeff[i]+simdata$time[i]+simdata$coord[i]+10*simdata$group[i], 16)
>>
>>lmer2(y~-1+coord1+coord2+coord1:(time+group+time:group)+coord2:(time+group+tim
>>e:group) 
>>+ (0+coord1+coord2+coord1:group+coord2:group|ID), data=simdata)
>>lmer2(y~-1+coord1+coord2+coord1:(time+group+time:group)+coord2:(time+group+tim
>>e:group) 
>>+ (0+gp0:coord1+gp0:coord2|ID)+(0+coord1:group+coord2:group|ID),
>>data=simdata),
>>
>>Many thanks for any help.
>>
>>Best regards,
>>Sarah
>>    
>>
>
>  
>

-- 
Sarah Barry, MSc
Department of Statistics
University of Glasgow
Tel: +44 (0)141 330 2474
Fax: +44 (0)141 330 4814
www.stats.gla.ac.uk/~sarah




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