[R-sig-ME] Incorrect std errors from nlmer?
bates at stat.wisc.edu
Tue Mar 31 21:54:44 CEST 2009
On Tue, Mar 31, 2009 at 3:11 AM, <r.millar at auckland.ac.nz> wrote:
> Hi All,
> I just copied and paste the example nlmer code from the lmer help file
> (see below), which fits the logistic to the orange tree data.
> The point estimates of the fixed effects look correct, but the s.e.'s
> are not (I've fitted the model using three other software). The s.e. of
> Asym is way out (it should be about 15), as is the tree effect variance
> (should be about 1000)??????
You're right. I was kind of hoping that people wouldn't notice that :-)
This is corrected in the development version, which uses a slightly
different syntax in the model formula (all fixed-effects terms must be
explicitly included). I won't have the development version ready for
release soon so I should go back and fix that in the released version.
Unfortunately, it will probably be a week before I can look at it.
If someone can produce a patch I would greatly appreciate it.
Here is what the development version produces.
> (nm1 <- nlmer(circumference ~ SSlogis(age, Asym, xmid, scal) ~ Asym + xmid + scal + (Asym|Tree), Orange, start = c(Asym = 200, xmid = 725, scal = 350)))
Nonlinear mixed model fit by the Laplace approximation
Formula: circumference ~ SSlogis(age, Asym, xmid, scal) ~ Asym + xmid
+ scal + (Asym | Tree)
AIC BIC logLik deviance
273.2 280.9 -131.6 263.2
Groups Name Variance Std.Dev.
Tree Asym 1000.911 31.637
Residual 61.466 7.840
Number of obs: 35, groups: Tree, 5
Estimate Std. Error t value
Asym 191.06 15.51 12.32
xmid 722.61 33.59 21.51
scal 344.20 25.94 13.27
Correlation of Fixed Effects:
scal 0.353 0.755
> Russell Millar
> U. Auckland
>> (nm1 <- nlmer(circumference ~ SSlogis(age, Asym, xmid, scal) ~ Asym|Tree,
> + Orange, start = c(Asym = 200, xmid = 725, scal = 350)))
> Nonlinear mixed model fit by the Laplace approximation
> Formula: circumference ~ SSlogis(age, Asym, xmid, scal) ~ Asym | Tree
> Data: Orange
> AIC BIC logLik deviance
> 1901 1908 -945.3 1891
> Random effects:
> Groups Name Variance Std.Dev.
> Tree Asym 53985.920 232.349
> Residual 52.868 7.271
> Number of obs: 35, groups: Tree, 5
> Fixed effects:
> Estimate Std. Error t value
> Asym 192.04 104.09 1.845
> xmid 727.89 31.97 22.771
> scal 347.97 24.42 14.252
> Correlation of Fixed Effects:
> Asym xmid
> xmid 0.053
> scal 0.050 0.763
> R version 2.8.1 (2008-12-22)
> LC_COLLATE=English_New Zealand.1252;LC_CTYPE=English_New
> Zealand.1252;LC_NUMERIC=C;LC_TIME=English_New Zealand.1252
> attached base packages:
>  stats graphics grDevices utils datasets methods base
> other attached packages:
>  lme4_0.999375-28 Matrix_0.999375-22 lattice_0.17-20
> loaded via a namespace (and not attached):
>  grid_2.8.1 tools_2.8.1
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