[R-sig-ME] Correlation of Fixed Effects in repeated cross-sectional data
m.fairbrother at bristol.ac.uk
Mon Aug 24 14:03:54 CEST 2009
Dear mixed modellers,
I am trying to use lmer to estimate a model with binary individual
responses (N=27899, from repeated cross-sectional data) nested within
state-years (N=748), in turn nested in states (N=49)--and potentially
also in years (N=20). My independent variable of greatest interest
("stateyearX") varies both across states and within them over time,
and for most states it is trending upward over the period of study.
My issue is the value I'm getting for the correlation between the
stateyearX and Intercept Fixed Effects (see below). This holds true
irrespective of whether or not I interact stateyearX with time,
whether or not I include year as an additional level, and whether or
not I add other covariates (at various levels).
This value seems alarmingly high... and I'm not really sure how to
interpret it. Can anyone advise me on whether I'm doing something
wrong and/or what to do instead? What is this value telling me about
the relationship between the overall (not random?) Intercept and the
estimate I'm getting for stateyearX?
Sorry if this is ignorant. This is my first ever post here--thanks
very much for the package, and for all the great information already
in the archives.
Any help on this gratefully received.
School of Geographical Sciences
University of Bristol
> (wm96k <- lmer(Y ~ stateyearX + time + (1 | stateyear) + (1 |
state), family=binomial(link="logit"), data=tdat))
Generalized linear mixed model fit by the Laplace approximation
Formula: Y ~ stateyearX + time + (1 | stateyear) + (1 | state)
AIC BIC logLik deviance
36650 36691 -18320 36640
Groups Name Variance Std.Dev.
stateyear (Intercept) 0.043609 0.20883
state (Intercept) 0.132090 0.36344
Number of obs: 27899, groups: stateyear, 748; state, 49
Estimate Std. Error z value Pr(>|z|)
(Intercept) 0.773340 0.461232 1.677 0.0936 .
stateyearX -2.661767 1.287316 -2.068 0.0387 *
time -0.008745 0.003642 -2.401 0.0163 *
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Correlation of Fixed Effects:
time 0.832 -0.871
R version 2.9.1 (2009-06-26)
attached base packages:
 stats graphics grDevices utils datasets methods base
other attached packages:
 lme4_0.999375-31 Matrix_0.999375-30 lattice_0.17-25
loaded via a namespace (and not attached):
 grid_2.9.1 tools_2.9.1
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