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

Raldo Kruger raldo.kruger at gmail.com
Sat Sep 26 19:31:51 CEST 2009


Thanks for the help!

On Sat, Sep 26, 2009 at 2:43 PM, Douglas Bates <bates at stat.wisc.edu> wrote:
>  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
>>
>



-- 
Raldo




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