[R-sig-ME] Data sheet notation and model structure for GLMM with 3 non-factorial factors

Douglas Bates bates at stat.wisc.edu
Sat Sep 26 14:43:04 CEST 2009


 Sat, Sep 26, 2009 at 3:11 AM, Raldo Kruger <raldo.kruger at gmail.com> wrote:
> Hi Douglas,

> Many thanks for the input. I've run two analyses on the same dataset
> using 1) indicator columns and the 2) a single 'factor / treatment'
> column for the non-factorial design described in my previous e-mail,
> and the results were identical (great!).

> However, I did the same for a dataset with a factorial design (N, G,
> N*G, i.e. there were plots with N, plots with G, and plots with both N
> and G), and the results for the main effects are identical, but the
> estimates for the interaction effects (N*G) are different between the
> two analyses (see below). Could you help me make sense of that please
> (i.e. which one is correct?) !

Generally when you have the possibility of having N and G combined you
would treat the design as a two-factor two-level factorial.  That is,
one factor for presence or absence of G and another factor for
presence or absence of N.  You could treat it as a single factor with
four levels (neither, G only, N only and both N and G) but, as you
have seen you need to translate between the representations.

In the two-factor, two-level factorial design, let a be the estimate
of the main effect for G, b be the estimate of the main effect for N,
and c be the interaction estimate.  In your example a = 0.14929, b =
0.03766 and c = -0.31633.  Then the estimated cell mean for the NG
cell is a + b + c =
>  0.03766 + 0.14929 + (-0.31633)
[1] -0.12938

> Thanks,
> Raldo
>
> With expanded treatment notation-
> Fixed effects:
>              Estimate Std. Error z value Pr(>|z|)
> (Intercept)    2.92060    0.23834  12.254  < 2e-16 ***
> N              0.03766    0.03486   1.080   0.2801
> G              0.14929    0.03395   4.397 1.10e-05 ***
> Yearthree     -2.85449    0.10664 -26.768  < 2e-16 ***
> Yeartwo       -1.88175    0.06844 -27.494  < 2e-16 ***
> N:G           -0.31633    0.04953  -6.386 1.70e-10 ***
> N:Yearthree    0.15710    0.14428   1.089   0.2762
> N:Yeartwo      0.14736    0.09305   1.584   0.1133
> G:Yearthree   -0.25107    0.15430  -1.627   0.1037
> G:Yeartwo      0.07550    0.09200   0.821   0.4118
> N:G:Yearthree  0.36353    0.20810   1.747   0.0807 .
> N:G:Yeartwo   -0.01158    0.12996  -0.089   0.9290
>
> With single column treatment notation-
> Fixed effects:
>                   Estimate Std. Error z value Pr(>|z|)
> (Intercept)         2.92057    0.23836  12.253  < 2e-16 ***
> TreatG              0.14928    0.03395   4.397 1.10e-05 ***
> TreatN              0.03767    0.03486   1.080 0.279928
> TreatNG            -0.12938    0.03639  -3.556 0.000377 ***
> Yearthree          -2.85448    0.10664 -26.768  < 2e-16 ***
> Yeartwo            -1.88175    0.06844 -27.494  < 2e-16 ***
> TreatG:Yearthree   -0.25109    0.15430  -1.627 0.103693
> TreatN:Yearthree    0.15711    0.14428   1.089 0.276199
> TreatNG :Yearthree  0.26959    0.14636   1.842 0.065483 .
> TreatG:Yeartwo      0.07549    0.09200   0.820 0.411941
> TreatN:Yeartwo      0.14735    0.09305   1.583 0.113308
> TreatNG :Yeartwo    0.21118    0.09558   2.210 0.027139 *
>
>
> On Thu, Sep 24, 2009 at 2:10 PM, Douglas Bates <bates at stat.wisc.edu> wrote:
>> On Thu, Sep 24, 2009 at 1:22 AM, Raldo Kruger <raldo.kruger at gmail.com> wrote:
>>> Hi R users,
>>>
>>> I have 3 factors in a non-factorial design (G, K and N), as well as
>>> two time periods (Year) and a random factor (Site), with Plant numbers
>>> as the response variable.
>>>
>>> My 1st question relates to the the notation of the treatments in the
>>> data frame. Is it appropriate to use an expanded treatment notation,
>>> such as this, when using glmer{lme4}:
>>>
>>> Site    Year    Plant   G       K       N
>>> A       1       5       0       0       0
>>> A       1       4       1       0       0
>>> A       1       7       0       1       0
>>> A       1       10      0       0       1
>>> A       2       3       0       0       0
>>> A       2       4       1       0       0
>>> A       2       8       0       1       0
>>> A       2       12      0       0       1
>>> B       1       7       0       0       0
>>> B       1       3       1       0       0
>>> B       1       7       0       1       0
>>> B       1       12      0       0       1
>>> B       2       4       0       0       0
>>> B       2       5       1       0       0
>>> B       2       6       0       1       0
>>> B       2       11      0       0       1
>>>
>>> With the model
>>>
>>> m1<-glmer(Plant~G+K+N+Year+(1|Site), ...)
>>>
>>> Or is it better to use a single column for the treatments, like this:
>>>
>>> Site    Year    Plant   Treatment
>>> A       1       5       C
>>> A       1       4       G
>>> A       1       7       K
>>> A       1       10      N
>>> A       2       3       C
>>> A       2       4       G
>>> A       2       8       K
>>> A       2       12      N
>>> B       1       7       C
>>> B       1       3       G
>>> B       1       7       K
>>> B       1       12      N
>>> B       2       4       C
>>> B       2       5       G
>>> B       2       6       K
>>> B       2       11      N
>>>
>>> With the following model:
>>> m1<-glmer(Plants~Treatment+Year+(1|Site), ...)
>>
>> The latter is preferred.  R will generate the indicator columns for
>> the levels of the Treatment factor (the 0/1 columns shown in the first
>> form) and, when appropriate, reduce them to a set of 2 "contrasts" in
>> the model.  (The reason for quoting the word "contrasts" is that there
>> is a formal mathematical definition of a contrast but the linear
>> combinations generated by R do not always satisfy this definition.
>> The method and results are correct, it is just the name that is
>> inaccurate.)
>>
>> The reason that the latter is preferred is that it is easier to
>> maintain the data in a consistent form (factors maintain consistency
>> and are easy to check in the output from str() or summary(), whereas
>> indicator columns have inter-column dependencies that must be checked
>> separately) and the "when appropriate" clause above.  Determining a
>> useful parameterization of a linear model incorporating factors is
>> subtle and a lot of code in the R function model.matrix is devoted to
>> a symbolic analysis designed to get this right.  Also, you can, if you
>> wish, change the parameterization (see ?contrasts).
>>
>
>
>
> --
> Raldo
>




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