[R-sig-ME] Interpretation of odd error variances in glmer

[Brendan Halpin]

On Thu, Nov 19 2009, Douglas Bates wrote:

> It is quite legitimate for the ML estimates of a variance component to
> be zero.  It simply means that there is not enough variability
> accounted for by that term to warrant incorporating the term.

Thanks for the swift response.

Given that the estimate seems to be exactly zero, can I read your answer
to say that the term has somehow been dropped by the algorithm?


I've investigated a bit more and find that the zero variance seems to
occur with the combination of the inclusion of a department-level
covariate (depfemr), and the cross-classifying individual-level random
effect (ulid):


Cross-classified model without dept-level covariate: 

    Generalized linear mixed model fit by the Laplace approximation 
    Formula: gradeA ~ 1 + cao + gender * yr0 + modsize + (1 | deptno) + (1 | modinst) + (1 | ulid) 
       AIC   BIC logLik deviance
     13379 13457  -6681    13361
    Random effects:
     Groups  Name        Variance Std.Dev.
     modinst (Intercept) 1.55918  1.24867 
     ulid    (Intercept) 2.23646  1.49548 
     deptno  (Intercept) 0.37642  0.61353 
    Number of obs: 43955, groups: modinst, 9686; ulid, 1850; deptno, 28
    
    
Cross-classified model with dept-level covariate added:

    Generalized linear mixed model fit by the Laplace approximation 
    Formula: gradeA ~ 1 + cao + gender * yr0 + modsize + depfemr + (1 | deptno) + (1 | modinst) + (1 | ulid) 
       AIC   BIC logLik deviance
     13301 13388  -6640    13281
    Random effects:
     Groups  Name        Variance Std.Dev.
     modinst (Intercept) 3.7718   1.9421  
     ulid    (Intercept) 2.4429   1.5630  
     deptno  (Intercept) 0.0000   0.0000  
    Number of obs: 43955, groups: modinst, 9686; ulid, 1850; deptno, 28


Brendan
-- 
Brendan Halpin,  Department of Sociology,  University of Limerick,  Ireland
Tel: w +353-61-213147 f +353-61-202569 h +353-61-338562; Room F2-025 x 3147
mailto:brendan.halpin at ul.ie  http://www.ul.ie/sociology/brendan.halpin.html