[R-sig-ME] glmmPQL inquiry
Ken Beath
kjbeath at kagi.com
Sat Dec 8 07:56:48 CET 2007
I don't know, possibly it is an error in glmmPQL, but I don't think
compound symmetry is needed, I would expect it is the default.
You could try lmer, it may be better. My preference for binomials
where there is a high correlation within clusters/subjects is not to
use Laplace or PQL but adaptive Gauss-Hermite quadrature, which last
time I looked didn't seem to be available in lmer, contrary to what
the help says. This unfortunately means Stata or SAS.
Ken
On 07/12/2007, at 8:49 PM, kennedy otwombe wrote:
> Hi Ken,
> With my dataset that has 50 subjects each with three observations, i
> get the error i gave if i use the compound symmetry covariance
> structure. Would you have an idea why this is happening?
>
> Kennedy
>
> ----- Original Message ----
> From: Ken Beath <kjbeath at kagi.com>
> To: kennedy otwombe <notwombe at yahoo.com>
> Cc: R-SIG-Mixed-Models <R-sig-mixed-models at r-project.org>
> Sent: Friday, December 7, 2007 11:30:15 AM
> Subject: Re: [R-sig-ME] glmmPQL inquiry
>
> On 07/12/2007, at 7:58 PM, kennedy otwombe wrote:
>
>> Hi Sundar/Ken,
>> I would like to clarify my inquiry. The data structure i gave was
>> just a sample of my data. I actually have 50 subjects each with
>> three binary observations (hence 150 observations). So the error i
>> initially gave emanates from the analysis involving all the 50
>> subjects. It just turns out that for the sample i gave, the first
>> two subjects have only 0 as their entries but this varies as you
>> look through the data.
>> I am using the latest version of R i.e 2.6.1 and i downloaded the
>> nlme version currently available on the CRAN website. I am aslo
>> assuming my random part is the intercept.
>> Hope this clarifies my inquiry.
>>
>
> If I modify your code to include better values for y, using code
>
> library(MASS)
> navs<-data.frame(matrix(c(1,1,1,0,0,1,1,
> 2,1,0,0,1,0,1,
> 3,1,0,0,1,0,1,
> 1,2,1,0,0,1,0,
> 2,2,1,1,1,1,0,
> 3,2,0,1,1,1,0),nrow=6,byrow=T))
>
> names(navs) <- c("t","id","y","x0","x1","x2","x3")
>
> fit<-glmmPQL(y~x1+x2+x3, random=~1|id, family=binomial, data=navs)
> summary(fit)
>
> the results are fine, except for some problems due to not having
> enough subjects, as in the following output.
>
> Ken
>
>> library(MASS)
>> navs<-data.frame(matrix(c(1,1,1,0,0,1,1,
> + 2,1,0,0,1,0,1,
> + 3,1,0,0,1,0,1,
> + 1,2,1,0,0,1,0,
> + 2,2,1,1,1,1,0,
> + 3,2,0,1,1,1,0),nrow=6,byrow=T))
>>
>> names(navs) <- c("t","id","y","x0","x1","x2","x3")
>>
>> fit<-glmmPQL(y~x1+x2+x3, random=~1|id, family=binomial, data=navs)
> iteration 1
> iteration 2
> iteration 3
> iteration 4
> iteration 5
> iteration 6
> iteration 7
> iteration 8
> iteration 9
> iteration 10
>> summary(fit)
> Linear mixed-effects model fit by maximum likelihood
> Data: navs
> AIC BIC logLik
> NA NA NA
>
> Random effects:
> Formula: ~1 | id
> (Intercept) Residual
> StdDev: 8.009601e-05 0.5773503
>
> Variance function:
> Structure: fixed weights
> Formula: ~invwt
> Fixed effects: y ~ x1 + x2 + x3
> Value Std.Error DF t-value p-value
> (Intercept) 0.000353 6171979 2 5.700000e-11 1
> x1 -30.566351 2631792 2 -1.161427e-05 1
> x2 30.565997 4161051 2 7.345739e-06 1
> x3 -0.000071 3721849 0 -1.900000e-11 NaN
> Correlation:
> (Intr) x1 x2
> x1 -0.853
> x2 -0.944 0.632
> x3 -0.905 0.707 0.894
>
> Standardized Within-Group Residuals:
> Min Q1 Med Q3 Max
> -1.732051e+00 -5.451298e-17 8.078053e-16 1.506878e-15 1.732051e+00
>
> Number of Observations: 6
> Number of Groups: 2
> Warning message:
> In pt(q, df, lower.tail, log.p) : NaNs produced
>
>
>
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