[R-sig-ME] lmer vs lmer2

dave fournier otter at otter-rsch.com
Fri Oct 5 15:48:38 CEST 2007

Thanks for that Doug, and I apologize for my bad eyesight.
I really can't see the screen in my old age!

It was unfortunate that when I removed the wrong
observations from the data the LL turned out to be
almost identical to the one from the SAS analysis.

Doing it properly, when I remove  the observations for group 197 from
the analysis I obtain the estimates

   real_b           -1.9486e+00 9.5787e-02
   real_b            1.6408e+00 3.3554e-02
   real_b            1.9368e-02 1.3501e-03
   real_b            1.4427e-01 1.1077e-01
   real_b           -1.4614e-02 7.4902e-03

which are identical  to lmer2
for all practical purposes.

  (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

However what I was  interested in was the application
of slightly robust methods in NLMM (Once you go robust
they are nonlinear even if the originalmodel is linear.)
So I fit the entire data set using a
conservative robust likelihood,
a 95% 05% mixture of two normal with the 05% one
having 3 times the std dev. of the 95% one The estimates I obtained

  real_b           -1.9730e+000 9.7074e-002
  real_b           1.6160e+000 2.7502e-002
  real_b           1.9959e-002 1.2192e-003
  real_b           2.1801e-001 1.1086e-001
  real_b           -1.9375e-002 7.5518e-003

compared to the non robust fit to all the data of

  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

which is not bad when one does not have to physically remove the
"bad" data. So what I really wanted to argue is that one should 
routinely use conservative robust methods when fitting RE models and in 
passing point out that ADMB-Re privdes a good platform for doing this.



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

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