[R-sig-ME] More naive questions: Speed comparisons? what is a "stack imbalance" in lmer? does lmer center variables?
tobias.verbeke at gmail.com
Wed Sep 23 10:12:02 CEST 2009
I am not familiar at all with HLM6 (and do not plan to become),
> 1. One general question for general discussion:
> Is HLM6 faster than lmer? If so, why?
> I'm always advocating R to students, but some faculty members are
Nowadays it is unethical not to expose students to R. You would
deny access to a goldmine of statistical algorithms and life-long
pleasure for students that get interested beyond their courses.
> A colleague compared the commercial HLM6 software to lmer.
> HLM6 seems to fit the model in 1 second, but lmer takes 60 seconds.
I'm afraid there is no concrete example to investigate
(nor information related to versions), but whatever
the outcome may be (and I am 'skeptical' w.r.t. the reported
timings), I would not trust a fast blackbox compared to
software for which the algorithms are publicly available
as well as every single line of code that implements
Some other questions that come to mind are:
Is HLM available on all platforms ?
Is HLM capable of fitting models to huge datasets ?
Can one easily share research results with colleagues in
a way that they can reproduce the results (using free
[in all senses] software ?
Does HLM provide graphics systems coming near to R's ?
> If you have HLM6 (I don't), can you tell me if you see similar
Apparently it is possible to download a trial version for 15 days
> My first thought was that LM6 uses PQL by default, and it would be
> faster. However, in the output, HLM6 says:
> Method of estimation: restricted maximum likelihood
> But that doesn't tell me what quadrature approach they use, does it?
> Another explanation for the difference in time might be the way HLM6
> saves the results of some matrix calculations and re-uses them behind
> the scenes. If every call to lmer is re-calculating some big matrix
> results, I suppose that could explain it.
> There are comparisons from 2006 here
> that indicate that lme was much slower than HLM, but that doesn't help
> me understand *why* there is a difference.
The knowledgeable may correct me, but lmer internals are entirely
different from those of lme, so I don't think you can take these
results as a starting point.
> 2. What does "stack imbalance in .Call" mean in lmer?
> Here's why I ask. Searching for comparisons of lmer and HLM, I went
> to CRAN & I checked this document:
> I *think* these things are automatically generated. The version
> that's up there at this moment (mlmRev edition 0.99875-1) has pages
> full of the error message:
> stack imbalance in .Call,
> Were those always there? I don't think so. What do they mean?
> 3. In the HLM6 output, there is a message at the end of the variable list:
> '%' - This level-1 predictor has been centered around its grand mean.
> '$' - This level-2 predictor has been centered around its grand mean.
> What effect does that have on the estimates? I believe it should have
> no effect on the fixed effect slope estimates, but it seems to me the
> estimates of the variances of random parameters would be
> changed. In order to make the estimates from lmer as directly
> comparable as possible, should I manually center all of the variables
> before fitting the model? I'm a little stumped on how to center a
> multi-category factor before feeding it to lmer. Know what I mean?
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