[R-sig-ME] Bug in weights in lmer
Doran, Harold
HDoran at air.org
Wed Apr 23 19:09:47 CEST 2008
It appears you and Luca have older versions. I'm using the most recent
version posted on CRAN. Try updating your packages and see what happens.
> sessionInfo()
R version 2.6.2 (2008-02-08)
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] lme4_0.99875-9 Matrix_0.999375-7 lattice_0.17-4
loaded via a namespace (and not attached):
[1] grid_2.6.2
> -----Original Message-----
> From: Doran, Harold
> Sent: Wednesday, April 23, 2008 10:16 AM
> To: 'Nick Isaac'; 'R-sig-mixed-models at r-project.org'
> Subject: RE: [R-sig-ME] Bug in weights in lmer
>
> I'm confused. When I run this, I get the exact same answers
> for all three models for all variance components and for all
> fixed effects. See my results below. Where is the bug?
>
> > w<-rep(1,nrow(sleepstudy))
> > w
> [1] 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
> 1 1 1 1 1 1 1 1 1 [38] 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
> 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 [75] 1 1 1 1 1 1 1 1 1 1
> 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 [112] 1
> 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
> 1 1 1 1 1 [149] 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
> 1 1 1 1 1 1 1 1 1
>
> > (fm1 <- lmer(Reaction ~ Days + (Days|Subject), sleepstudy) )
> Linear mixed-effects model fit by REML
> Formula: Reaction ~ Days + (Days | Subject)
> Data: sleepstudy
> AIC BIC logLik MLdeviance REMLdeviance
> 1754 1770 -871.8 1752 1744
> Random effects:
> Groups Name Variance Std.Dev. Corr
> Subject (Intercept) 610.835 24.7151
> Days 35.056 5.9208 0.067
> Residual 655.066 25.5943
> number of obs: 180, groups: Subject, 18
>
> Fixed effects:
> Estimate Std. Error t value
> (Intercept) 251.405 6.820 36.86
> Days 10.467 1.546 6.77
>
> Correlation of Fixed Effects:
> (Intr)
> Days -0.137
> > (fm2 <- lmer(Reaction ~ Days + (Days|Subject), sleepstudy,
> weights =
> > w) )
> Linear mixed-effects model fit by REML
> Formula: Reaction ~ Days + (Days | Subject)
> Data: sleepstudy
> AIC BIC logLik MLdeviance REMLdeviance
> 1754 1770 -871.8 1752 1744
> Random effects:
> Groups Name Variance Std.Dev. Corr
> Subject (Intercept) 610.835 24.7151
> Days 35.056 5.9208 0.067
> Residual 655.066 25.5943
> number of obs: 180, groups: Subject, 18
>
> Fixed effects:
> Estimate Std. Error t value
> (Intercept) 251.405 6.820 36.86
> Days 10.467 1.546 6.77
>
> Correlation of Fixed Effects:
> (Intr)
> Days -0.137
> > (fm3 <- lmer(Reaction ~ Days + (Days|Subject), sleepstudy,
> weights =
> > w/sum(w)) )
> Linear mixed-effects model fit by REML
> Formula: Reaction ~ Days + (Days | Subject)
> Data: sleepstudy
> AIC BIC logLik MLdeviance REMLdeviance
> 1754 1770 -871.8 1752 1744
> Random effects:
> Groups Name Variance Std.Dev. Corr
> Subject (Intercept) 610.835 24.7151
> Days 35.056 5.9208 0.067
> Residual 655.066 25.5943
> number of obs: 180, groups: Subject, 18
>
> Fixed effects:
> Estimate Std. Error t value
> (Intercept) 251.405 6.820 36.86
> Days 10.467 1.546 6.77
>
> Correlation of Fixed Effects:
> (Intr)
> Days -0.137
>
> > -----Original Message-----
> > From: r-sig-mixed-models-bounces at r-project.org
> > [mailto:r-sig-mixed-models-bounces at r-project.org] On Behalf Of Nick
> > Isaac
> > Sent: Wednesday, April 23, 2008 8:39 AM
> > To: R-sig-mixed-models at r-project.org
> > Subject: [R-sig-ME] Bug in weights in lmer
> >
> > I have unearthed a bug in the way lmer() deals with weights.
> >
> > Adding weights causes an inflation of the variance estimates.
> > The phenomenon is easily demonstrated by comparing the following
> > models, all of which should be identical:
> >
> > w<-rep(1,nrow(sleepstudy))
> > (fm1 <- lmer(Reaction ~ Days + (Days|Subject), sleepstudy) )
> > (fm2 <- lmer(Reaction ~ Days + (Days|Subject), sleepstudy,
> weights =
> > w) )
> > (fm3 <- lmer(Reaction ~ Days + (Days|Subject), sleepstudy,
> weights =
> > w/sum(w)) )
> >
> > I have tried this with other datasets and models and find the same
> > general pattern. I find that the inflation factor is correlated with
> > sum(w) and is higher for cross-classified models than simple nested
> > ones.
> >
> > The fixed effect estimates are also changed.
> >
> > Best wishes, Nick
> >
> >
> > > sessionInfo()
> > R version 2.6.2 (2008-02-08)
> > i386-apple-darwin8.10.1
> >
> > locale:
> > en_GB.UTF-8/en_GB.UTF-8/en_GB.UTF-8/C/en_GB.UTF-8/en_GB.UTF-8
> >
> > attached base packages:
> > [1] stats graphics grDevices utils datasets methods base
> >
> > other attached packages:
> > [1] lme4_0.999375-13 Matrix_0.999375-7 lattice_0.17-6
> >
> > loaded via a namespace (and not attached):
> > [1] grid_2.6.2
> >
> > _______________________________________________
> > R-sig-mixed-models at r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >
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