[R-sig-ME] Interpretation of odd error variances in glmer
Brendan Halpin
brendan.halpin at ul.ie
Thu Nov 19 15:24:04 CET 2009
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
More information about the R-sig-mixed-models
mailing list