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

[Russell Millar]

Thanks for that, but I do notice that the point estimates have now changed.
The laplace method (ADMB), quadrature (SAS), and simulated likelihood 
(Millar, 2004, Aust&NZ J. Stat)
all produce the same ML point estimates (to at least 4 sig places) that 
the current nlmer is finding.
Is the development version doing something different?

Regards,

Russell Millar
> 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
>>
>> _______________________________________________
>> R-sig-mixed-models at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>>
>>