[R-sig-ME] Bug in weights in lmer

[Doran, Harold]

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
> >