[R-sig-ME] crossed random effects example

[Jeroen Ooms]

OK, maybe you are right. I tried the link you sent for another
example. However, also in this example, the variance of the second
random effect is estimated at zero:

pilots1 <- lmer (y ~ 1 + (1 | group.id) + (1 | scenario.id))
pilots1

Random effects:
 Groups      Name        Variance   Std.Dev.
 scenario.id (Intercept) 1.0333e-01 3.2145e-01
 group.id    (Intercept) 9.3719e-24 3.0614e-12
 Residual                4.6738e-02 2.1619e-01

I find this very confusing. Is it also possible to have crossed random
effects that both have variance? An example would be great. Thanks
very much!


On Sun, Mar 1, 2009 at 5:24 PM, Gabor Grothendieck
<ggrothendieck at gmail.com> wrote:
> The values are the same to one decimal place and nearly the
> same to two decimal places.
>
> On Sun, Mar 1, 2009 at 11:12 AM, Jeroen Ooms <j.c.l.ooms at uu.nl> wrote:
>> Hello Gabor,
>>
>> I don't understand what you mean. lmer reports a variance of treatment
>> that is practically 0:
>>
>> Random effects:
>> Groups    Name        Variance   Std.Dev.
>> airport   (Intercept) 1.0369e-01 3.2202e-01
>> treatment (Intercept) 1.0140e-23 3.1844e-12
>> Residual              4.6991e-02 2.1677e-01
>>
>> It seems as if lmer shows there is no variance at all for the
>> treatment effect. I think this is quite different than the 0.04
>> reported in the slide. Are you sure I did not did use the correct
>> syntax?
>>
>>
>>
>> On Sun, Mar 1, 2009 at 4:27 PM, Gabor Grothendieck
>> <ggrothendieck at gmail.com> wrote:
>>> I suspect that the slide you are referencing mislabeled the
>>> standard deviations as variances since there is reasonable
>>> correspondence between your output and the slides if that
>>> were the case.
>>>
>>> Also check out:
>>> http://www.stat.columbia.edu/~gelman/arm/examples/pilots/
>>>
>>> On Sat, Feb 28, 2009 at 6:00 PM, Jeroen Ooms <j.c.l.ooms at uu.nl> wrote:
>>>> I am trying to learn about crossed random effects modeling in lme4. I
>>>> found this presentation that provides a small crossed dataset.
>>>> http://www.biostat.jhsph.edu/~fdominic/teaching/bio656/lectures/5addsin.crosslevels.ppt
>>>> I would like to reproduce the variance components as reported on slide
>>>> 9 of the powerpoint. Here is my code:
>>>>
>>>> y <- c(0.38,0,0.38,0,.33,1,.12,1,.25,0,.5,.12,.5,1,.12,.86,.5,.67,.33,0,.14,1,0,1,.14,0,.71,0,.29,1,.14,1,.43,0,.29,.86,.86,.86,.14,.75)
>>>> x2 <- rep(paste("airport",1:8,sep=""),5)
>>>> x1 <- rep(paste("treatment",1:5,sep=""),rep(8,5))
>>>> mydata <- data.frame(y=y,airport=x2,treatment=x1)
>>>> lmer(y~1+(1|airport)+(1|treatment),data=mydata)
>>>>
>>>> However, the variance components as reported by lmer are different
>>>> from the ones in the slides. What formula should I use? thank you!
>>>>
>>>> _______________________________________________
>>>> R-sig-mixed-models at r-project.org mailing list
>>>> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>>>>
>>>
>>
>