[R-sig-ME] Bug in weights in lmer
Luca Borger
lborger at uoguelph.ca
Wed Apr 23 19:19:33 CEST 2008
Hi,
are you sure? Unless I am misunderstanding something, I used the latest lme4
development version available on R-forge:
>[1] lme4_0.999375-13
which I thought is newer then the CRAN version you used:
> [1] lme4_0.99875-9
Please advice me if not.
Cheers,
Luca
----- Original Message -----
From: "Doran, Harold" <HDoran at air.org>
To: "Doran, Harold" <HDoran at air.org>; "Nick Isaac"
<njbisaac at googlemail.com>; <R-sig-mixed-models at r-project.org>
Sent: Wednesday, April 23, 2008 1:09 PM
Subject: Re: [R-sig-ME] Bug in weights in lmer
> 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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