[R-sig-ME] How many groups is enough?
Highland Statistics Ltd.
highstat at highstat.com
Sun Aug 30 13:53:27 CEST 2009
>
> Alain Zuur's response to a recent posting raises an interesting question. To
> use a random effects model what number
>
> of groups is actually sufficient?
>
>
>
> I have heard talk of a minimum of 20 groups but have seen numerous examples
> in books and published papers with
>
> much less than this. Is there a definitive reference on this?
>
>
Graham,
Actually..it turned out that the data set for which the question was
asked, had about 350 subjects I believe.
But anyway....that is not your question. In general you see the magic
"5" in some textbooks.....but for what it is worth...I recently had to
program a ZIP for 2-way nested data in RBugs..and in order to do this, I
started with 1-way and 2-way GLMMs (just to build up the code). And to
check whether my code was "correct", I compared the results with that of
3-4 R packages (e.g. glmmPQL, lmer, glmml). The data set consisted of
multiple observations per animal, for 5-30 animals per colony, and 9
colonies. I noticed that the estimated values for the variance for the
random intercept colony differed a lot between these packages. But all
came with similar estimates for the animal-within-colony random intercept.
Not that it tells you that much (all packages giving the same result
doesn't mean it is correct)....but it is a bit worrying. Perhaps a
simulation study gives you a better answer. The data I use(d) are highly
unbalanced..so that may have played a role as well.
Alain
--
Dr. Alain F. Zuur
First author of:
1. Analysing Ecological Data (2007).
Zuur, AF, Ieno, EN and Smith, GM. Springer. 680 p.
URL: www.springer.com/0-387-45967-7
2. Mixed effects models and extensions in ecology with R. (2009).
Zuur, AF, Ieno, EN, Walker, N, Saveliev, AA, and Smith, GM. Springer.
http://www.springer.com/life+sci/ecology/book/978-0-387-87457-9
3. A Beginner's Guide to R (2009).
Zuur, AF, Ieno, EN, Meesters, EHWG. Springer
http://www.springer.com/statistics/computational/book/978-0-387-93836-3
Other books: http://www.highstat.com/books.htm
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