[R-sig-ME] lmer, poisson family and mcmcsamp

[Christopher Desjardins]

I think if you have a large number of observations you can treat them as accurate. However, if your number of observations are small then your approximation of z is poor and your probably best off running MCMC or a bootstrap maybe? Is that you're wondering?


Amelie LESCROEL <lescroel at cebc.cnrs.fr> wrote:

>Thanks Chris, I saw this one but I was wondering whether the situation 
>changed or was about to change. What about Pr(>|z|)? Are they reliable?
>Amelie
>
>Christopher David Desjardins a écrit :
>> Regarding mcmcsamp() see 
>> https://mailman.stat.ethz.ch/pipermail/r-sig-mixed-models/2008q4/001660.html specifically 
>>
>>
>> ...  In particular mcmcsamp is not currently working in that branch.  
>> My goal is to get mcmcsamp stable and to get all the other parts 
>> working in this branch then release it for testing and finally release 
>> lme4-1.0.  The subtext in that message is that only the models I 
>> describe above will be fit by the lme4-1.0 package.
>>
>>
>> On Feb 16, 2009, at 9:59 AM, Amelie LESCROEL wrote:
>>
>>> Dear all,
>>>
>>> Could someone explain to me why summary(lmer.object) is giving z 
>>> values and Pr(>|z|) when the lmer.object was fitted with 
>>> family=poisson? I used to fit linear mixed models with 
>>> family=gaussian and link="identity" or link="log", then used 
>>> mcmcsamp() and HPDinterval() for computing "confidence" intervals and 
>>> considered that a fixed effect was significant when the 95% HPD 
>>> interval did not include zero. Now, with family=poisson, when I use 
>>> mcmcsamp(), I get the following:
>>>
>>> > set.seed(101); mcmcfm1 <- mcmcsamp(fm1, n=10000)
>>> Error in .local(object, n, verbose, ...) : Update not yet written
>>>
>>> but I get z values and Pr(>|z|). Why is it so? Can we "trust" this 
>>> probability for judging of the fixed effects significance? Would the 
>>> mcmcsamp method be available soon for families other than gaussian?
>>>
>>> Thanks in advance,
>>>
>>> Amélie
>>>
>>> PS: When will lme4_1.0 be released? Many thanks to Douglas Bates for 
>>> developing lme4 in interaction with users, and for sharing it. Please 
>>> don't give up on making it available in R. lme4 is a wonderful tool 
>>> which is helping me understanding penguin's foraging behaviour (and 
>>> advanced stats!) as it is helping others in plant ecology or human 
>>> psychology.
>>>
>>> > sessionInfo()
>>> R version 2.7.2 (2008-08-25)
>>> i386-pc-mingw32
>>>
>>> locale:
>>> LC_COLLATE=French_France.1252;LC_CTYPE=French_France.1252;LC_MONETARY=French_France.1252;LC_NUMERIC=C;LC_TIME=French_France.1252 
>>>
>>>
>>> attached base packages:
>>> [1] stats     graphics  grDevices utils     datasets  methods   base
>>> other attached packages:
>>> [1] lme4_0.999375-28   Matrix_0.999375-17 lattice_0.17-17    gdata_2.4.2
>>> loaded via a namespace (and not attached):
>>> [1] grid_2.7.2   gtools_2.5.0 tools_2.7.2
>>>
>>>
>>>
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>>
>> -----------------
>> Christopher David Desjardins
>> Ph.D. Student
>> Quantitative Methods in Education
>> Department of Educational Psychology
>> University of  Minnesota
>> http://blog.lib.umn.edu/desja004/educationalpsychology/
>>
>>
>>
>>
>>
>>
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