[R-sig-ME] Binomial problem for lme4_0.999375-1: 0,1 vs xbar n

[Douglas Bates]

Thanks for the report, Van.  I have entered it in the bug tracker list.

I had thought that I had checked such results for consistency but
apparently I didn't.

On Jan 23, 2008 2:14 PM, Parsons, Van L. (CDC/CCHIS/NCHS) <vlp1 at cdc.gov> wrote:
> Hello,
>   The lme4_0.999375-1 lmer run on a  full response (0,1) dataset
>   is not consistent with the run on an equivalent, but condensed,
>   (pbar,n) dataset for the binomial.
>
>   For lme4_0.99875-9, the outputs appear to be order-of-magnitude
>   consistent, so the alpha version seems to have the problem.
>   ( I am focusing on the random and fixed effects output )
>
>   Here are some sample code and outputs generated from sleepstudy
>   in lme4 using 2 datasets and both new and old lme4.
>
>   Thanks,
>   Van
>
> #=======================================================
> # R code
> library(lme4)
> library(doBy)
> sessionInfo()
>
>
>  sleep1 = sleepstudy   # from lme4 pkg
>
>      # add binary variable
>  sleep1$p1 = ifelse(sleep1$Reaction < mean(sleep1$Reaction),0,1)
>
>    # condense binary to mean and count within Subject
>    # use doBy package
> sleep1c= summaryBy(p1~Subject, data = sleep1,FUN = c(mean,length) )
>    names(sleep1c)[ c(2,3)] = c("p1", "n1")
>
>
>
>  #--------------------------------------------
>   # simple model
>
> mod1  =p1~ 1 + (1| Subject)
>
> # lmer run   on full   data
> mfull   =  lmer(mod1, data=sleep1,  family=binomial )
> summary(mfull)
>
> # lmer run   on   condensed data
> mcond   =  lmer(mod1, data=sleep1c, weights= n1,family=binomial )
> summary(mcond)
>
> #--------------------------------------------
> #====================================================================
>
>
>
> ## 4  partial outputs
>
> #====================================================================
>
> lme4_0.999375-1  full data
> mfull   =  lmer(mod1, data=sleep1,  family=binomial )
>    Data: sleep1
>    AIC   BIC logLik deviance
>  238.5 244.9 -117.2    234.5
> Random effects:
>  Groups  Name        Variance Std.Dev.
>  Subject (Intercept) 1.0231   1.0115
> Number of obs: 180, groups: Subject, 18
>
> Fixed effects:
>             Estimate Std. Error z value Pr(>|z|)
> (Intercept)  -0.3213     0.2887  -1.113    0.266
> #====================================================================
> # this next  run is not consistent with the other 3
>
> lme4_0.999375-1  condensed  data
>
> mcond   =  lmer(mod1, data=sleep1c, weights= n1,family=binomial )
>    Data: sleep1c
>    AIC   BIC logLik deviance
>  9.622 11.40 -2.811    5.622
> Random effects:
>  Groups  Name        Variance Std.Dev.
>  Subject (Intercept)  0        0
> Number of obs: 18, groups: Subject, 18
>
> Fixed effects:
>             Estimate Std. Error z value Pr(>|z|)
> (Intercept)  -0.2457     0.4750 -0.5173    0.605
> #====================================================================
> lme4_0.99875-9 full
>
> > mfull   =  lmer(mod1, data=sleep1,  family=binomial )
>    AIC   BIC logLik deviance
>  238.5 244.9 -117.2    234.5
> Random effects:
>  Groups  Name        Variance Std.Dev.
>  Subject (Intercept) 1.0420   1.0208
> number of obs: 180, groups: Subject, 18
>
> Estimated scale (compare to  1 )  0.9369863
>
> Fixed effects:
>             Estimate Std. Error z value Pr(>|z|)
> (Intercept)  -0.3309     0.2906  -1.139    0.255
>
>
>
> #====================================================================
> lme4_0.99875-9 condensed
>  mcond   =  lmer(mod1, data=sleep1c, weights= n1,family=binomial )
>
>    AIC   BIC logLik deviance
>  47.88 49.66 -21.94    43.88
> Random effects:
>  Groups  Name        Variance Std.Dev.
>  Subject (Intercept) 1.0241   1.012
> number of obs: 18, groups: Subject, 18
>
> Estimated scale (compare to  1 )  1.012022
>
> Fixed effects:
>             Estimate Std. Error z value Pr(>|z|)
> (Intercept)  -0.3183     0.2888  -1.102    0.270
>
>
>
> #====================================================================
> > sessionInfo()
> R version 2.6.1 (2007-11-26)
> i386-pc-mingw32
>
> locale:
> LC_COLLATE=English_United States.1252;
> LC_CTYPE=English_United States.1252;
> LC_MONETARY=English_United States.1252;
> LC_NUMERIC=C;LC_TIME=English_United States.1252
>
> attached base packages:
> [1] stats     graphics  grDevices utils   datasets  methods   base
>
> other attached packages:
> [1] doBy_2.1    lme4_0.999375-1   Matrix_0.999375-4 lattice_0.17-4
>
> loaded via a namespace (and not attached):
> [1] cluster_1.11.9 grid_2.6.1     Hmisc_3.4-3
>
>
>
> _______________________________________________
> R-sig-mixed-models at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>