[R-sig-ME] lmer vs lmer2
dave fournier
otter at otter-rsch.com
Fri Oct 5 07:46:50 CEST 2007
Hi,
I checked this example out with ADMB-RE using a modification of
our glmmADMB program and have found the following:
1)
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?
Cheers,
Dave
David A. Fournier
P.O. Box 2040,
Sidney, B.C. V8l 3S3
Canada
Phone/FAX 250-655-3364
http://otter-
--
David A. Fournier
P.O. Box 2040,
Sidney, B.C. V8l 3S3
Canada
Phone/FAX 250-655-3364
http://otter-rsch.com
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