[R-sig-ME] Incorrect std errors from nlmer?

[Douglas Bates]

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)
   Data: Orange
   AIC   BIC logLik deviance
 273.2 280.9 -131.6    263.2
Random effects:
 Groups   Name Variance Std.Dev.
 Tree     Asym 1000.911 31.637
 Residual        61.466  7.840
Number of obs: 35, groups: Tree, 5

Fixed effects:
     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:
     Asym  xmid
xmid 0.373
scal 0.353 0.755


> Regards,
>
> 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
>
>
>> sessionInfo()
> R version 2.8.1 (2008-12-22)
> i386-pc-mingw32
>
> locale:
> LC_COLLATE=English_New Zealand.1252;LC_CTYPE=English_New
> Zealand.1252;LC_MONETARY=English_New
> Zealand.1252;LC_NUMERIC=C;LC_TIME=English_New Zealand.1252
>
> attached base packages:
> [1] stats     graphics  grDevices utils     datasets  methods   base
>
> other attached packages:
> [1] lme4_0.999375-28   Matrix_0.999375-22 lattice_0.17-20
>
> loaded via a namespace (and not attached):
> [1] grid_2.8.1  tools_2.8.1
>
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