[R-sig-ME] heteroscedastic model in lme4

Alan Cobo-Lewis alanc at umit.maine.edu
Fri Dec 19 17:19:38 CET 2008


lme4 cannot handle certain kinds of heteroscedasticity, but I believe it can handle the kind you have in mind. Search the r-sig-mixed-models archive for a discussion involving me and David Afshartous, especially the summary message titled
"[R-sig-ME] random effect variance per treatment group in lmer" that David posted 07/13/2007 04:18:08 PM

I can't be certain that the suggestion below would work without knowing more about your design, but if width were a factor with three levels then you might try setting up indicator variables Wind1, Wind2, and Wind3 (that each take on the value 1
when a site is at the indicator's target width and 0 otherwise) and then fit the model with something like
mrem <- lmer( log(Nhat+1)~Group + GreenPerc + sess + crop + VegDensity + Group:sess + Group:VegDensity + (0+Wind1|site) + (0+Wind2|site) + (0+Wind3|site), data=all, method="REML" )


r-sig-mixed-models at r-project.org on Friday, December 19, 2008 at 6:00 AM -0500 wrote:
>Message: 1
>Date: Thu, 18 Dec 2008 11:23:46 +0000
>From: "Renwick, A. R." <a.renwick at abdn.ac.uk>
>Subject: [R-sig-ME] heteroscedastic model in lme4
>To: "'r-sig-mixed-models at r-project.org'"
>	<r-sig-mixed-models at r-project.org>
>	<B9D1301370916C44B5874AF340C18B9B28AE890D50 at VMAILB.uoa.abdn.ac.uk>
>Content-Type: text/plain; charset="us-ascii"
>I have been using the nlme package to run some LMM's, however I would like to try rerunning them using the lme4 package so that I can use mcmc sampling.  The data I am using shows some heteroscesdasticity of the within error group and so I have
>been using the 'weights' argument and the varIdent variance function structure to allow different variances for each level of my factor (patch width).
>My problem is how to code for a heteroscedastic model in lme4 and any suggestion wouuld be much apprecaited.
>The code I used in the nlme package:
># model fit using "REML"
>mrem<-lme(log(Nhat+1)~Group + GreenPerc + sess + crop + VegDensity + Group:sess + Group:VegDensity ,random=~1|Site, data=all,
>       method="REML",correlation=NULL,weights=varIdent(form=~1|width))
>Many thanks,
>Anna Renwick
>Institute of Biological & Environment Sciences
>University of Aberdeen
>Zoology Building
>Tillydrone Avenue
>AB24 2TZ
>The University of Aberdeen is a charity registered in Scotland, No SC013683.

Alan B. Cobo-Lewis, Ph.D.		(207) 581-3840 tel
Department of Psychology		(207) 581-6128 fax
University of Maine
Orono, ME 04469-5742     		alanc at maine.edu


More information about the R-sig-mixed-models mailing list