[R-sig-ME] lmer vs lmer2

dave fournier otter at otter-rsch.com
Fri Oct 5 07:46:50 CEST 2007


I checked this example out with ADMB-RE using a modification of
our glmmADMB program  and have found the following:


Parameter estimates with ADMB-RE are stable and
I get almost the same ones with or without the group 177 observations.

2) I get almost exactly the same LL estimate as SAS.

3) My estimates  for the fixed effects are similar to those in
    lmer2 except for the Intercept

Here are the estimates for lmer2 without group 177
    Estimate Std. Error t value
(Intercept) -1.948119   0.095877  -20.32
Height       1.640650   0.032800   50.02
Age          0.019379   0.001310   14.79
InitHeight   0.143977   0.111043    1.30
InitAge     -0.014618   0.007501   -1.95

these are the ADMB-RE estimates without group 177
  LL = 2294.85
   real_b           -2.0369e+000 1.0393e-001
   real_b           1.6460e+000 3.4587e-002
   real_b           1.9275e-002 1.3685e-003
   real_b           2.4857e-001 1.1984e-001
   real_b           -2.1290e-002 8.1749e-003

these are the estimates with group 177

   real_b           -2.0353e+000 1.0380e-001
   real_b           1.6438e+000 3.4430e-002
   real_b           1.9337e-002 1.3595e-003
   real_b           2.5070e-001 1.1966e-001
   real_b          -2.1486e-002 8.1618e-003

Here are the lmer2 estimates with group 177 included
(Intercept) -2.048023   0.101413  -20.19
Height       1.643644   0.031106   52.84
Age          0.019092   0.001391   13.73
InitHeight   0.262909   0.118516    2.22
InitAge     -0.021540   0.008111   -2.66

I think it is highly unlikely that the lmer2 estimate of
-1.948119 is the "correct" one and changes so much with
the addition of these few observations, while just by chance
ADMB-RE is wrong but happens to get the same estimate
for Intercept with and without group 177.
So it appears that lmer2 is not trustworthy.

Does anyone understand why the SAS point estimates appear to be 
completely different?



David A. Fournier
P.O. Box 2040,
Sidney, B.C. V8l 3S3
Phone/FAX 250-655-3364
David A. Fournier
P.O. Box 2040,
Sidney, B.C. V8l 3S3
Phone/FAX 250-655-3364

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