[R-sig-ME] over-dispersed Poisson with lmer -- a trick, with a catch?

[Ben Bolker]

David Atkins wrote:

[snip]

> ### create new var with unique value for each obs/row
>  > snap.df$over <- 1:nrow(snap.df)
> 
> ### include as separate random-effect in model
>  > rapi.glmer2.1 <- glmer(rapisum ~ asex*time + (time|ID) + (1|over),
> + 					data = snap.df, verbose = TRUE,
> + 					family = poisson)
> Error in mer_finalize(ans) : q = 5252 > n = 3616
> 
> So, we already have a random intercept and slope for time [ie, 
> (time|ID)].  With 818 participants the random-effects specify 818 
> intercepts plus 818 slopes, and now with an observation level 
> random-effect [ie, (1|over)] with 3616 observations... we get 5252 
> estimates.  lmer() doesn't like it.
> 
> I know there's been a bit of chatter about this error before, and I 
> believe Doug mentioned that it was to avoid people radically 
> over-parameterizing/over-fitting their data via random-effects.  Though, 
> I believe there is some room for debate (ie, the model above does not 
> fit 5252 unique parameters).
> 
> Anyhow, I would be curious for any input on:
> 
> 1. Does this seem like a sensible approach to account for 
> over-dispersion?  (caveat: I don't have Rabe-Hesketh's book, so just 
> going on recounting from colleague)

  I think so.  It's done in other places (for example, it's exactly
equivalent to what MCMCglmm does), and in Elston et al 2001 (they use a
PQL estimation procedure in Genstat).  (Although "everybody does it"
doesn't *mean* it's correct ...)

> 2. If so, I wonder if we might be able to coax Doug to change the error 
> to an argument in the model (that defaults to the error msg but could be 
> over-ridden)?

  Good luck with that ...

  If you can conveniently build from source, you can just comment out
line 1068 (search for "> n =") in lmer.c ...

  cheers
    Ben


Elston, D.A., Moss, R., Boulinier, T., Arrowsmith, C. & Lambin, X.
(2001) Analysis of aggregation, a worked example: numbers of ticks on
red grouse chicks. Parasitology, 122, 563-569.

-- 
Ben Bolker
Associate professor, Biology Dep't, Univ. of Florida
bolker at ufl.edu / www.zoology.ufl.edu/bolker
GPG key: www.zoology.ufl.edu/bolker/benbolker-publickey.asc