[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?


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.



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.

3. A Beginner's Guide to R (2009).
Zuur, AF, Ieno, EN, Meesters, EHWG. Springer

Other books: http://www.highstat.com/books.htm

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Tel: 0044 1358 788177
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