[R-sig-ME] Correlation of Fixed Effects

Ben Bolker bolker at ufl.edu
Tue Feb 10 00:02:28 CET 2009

  Reducing correlations among fixed effects should
improve numerical stability and may help interpretability
(by allowing estimation of some parameters precisely
rather than spreading variance across several correlated
parameters).  If you're not interested in separating
the effects of the different parameters, and if your
model fits OK either way, I wouldn't say it was critical.
   At least that's my impression.  I'm happy to be

  Ben Bolker

Gorjanc Gregor wrote:
> Hi!
> The default print method outputs also Correlation of Fixed Effects.
> How is this computed and what does it actually represent? I have two models
> that essentially give me the same message, but in one model the correlations
> between covariates are really high 0.9 and higher, while in other model use of
> poly(), reduced correlations a lot! Should I care?
> Thanks!
> Lep pozdrav / With regards,
>     Gregor Gorjanc
> ----------------------------------------------------------------------
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Ben Bolker
Associate professor, Biology Dep't, Univ. of Florida
bolker at ufl.edu / www.zoology.ufl.edu/bolker
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