[R-sig-ME] offset() not working in nlme?

ONKELINX, Thierry Thierry.ONKELINX at inbo.be
Fri Feb 12 15:42:23 CET 2010


Dear all,
 
I tried to use an offset in liner mixed model with nlme but it seems
like lme() ignores the offset. Models with or without the offset yield
exactly the same estimates. See the example below.

Is this intended behaviour or am I doing something wrong?

Best regards,

Thierry

> library(nlme)
> nSubject <- 100
> MeasurementError <- 10
> dataset <- expand.grid(Subject = seq_len(nSubject), Measurement =
seq_len(5))
> dataset$Truth <- rnorm(nSubject, mean = 100, sd = 20)[dataset$Subject]
> dataset$Precise <- round(dataset$Truth, 0)
> dataset$Unprecise <- round(rnorm(nrow(dataset), mean = dataset$Truth,
sd = MeasurementError), 0)
> dataset$Bias <- dataset$Unprecise - dataset$Precise

#With offset

> lme(Unprecise ~ offset(Precise), random =  ~ 1|Subject, data =
dataset)
Linear mixed-effects model fit by REML
  Data: dataset 
  Log-restricted-likelihood: -2014.358
  Fixed: Unprecise ~ offset(Precise) 
(Intercept) 
     97.844 

Random effects:
 Formula: ~1 | Subject
        (Intercept) Residual
StdDev:    20.10238 10.07502

Number of Observations: 500
Number of Groups: 100 

#without offset
> lme(Unprecise ~ 1, random =  ~ 1|Subject, data = dataset)
Linear mixed-effects model fit by REML
  Data: dataset 
  Log-restricted-likelihood: -2014.358
  Fixed: Unprecise ~ 1 
(Intercept) 
     97.844 

Random effects:
 Formula: ~1 | Subject
        (Intercept) Residual
StdDev:    20.10238 10.07502

Number of Observations: 500
Number of Groups: 100 

#calculating the offset a priori.
> lme(Bias ~ 1, random =  ~ 1|Subject, data = dataset)
Linear mixed-effects model fit by REML
  Data: dataset 
  Log-restricted-likelihood: -1868.963
  Fixed: Bias ~ 1 
(Intercept) 
     -0.066 

Random effects:
 Formula: ~1 | Subject
        (Intercept) Residual
StdDev:    1.482101 10.07502

Number of Observations: 500
Number of Groups: 100 


> sessionInfo()
R version 2.10.1 (2009-12-14) 
i386-pc-mingw32 

locale:
[1] LC_COLLATE=Dutch_Belgium.1252  LC_CTYPE=Dutch_Belgium.1252   
[3] LC_MONETARY=Dutch_Belgium.1252 LC_NUMERIC=C                  
[5] LC_TIME=Dutch_Belgium.1252    

attached base packages:
[1] stats     graphics  grDevices datasets  utils     methods   base


other attached packages:
[1] nlme_3.1-96

loaded via a namespace (and not attached):
[1] grid_2.10.1    lattice_0.18-3
 

------------------------------------------------------------------------
----
ir. Thierry Onkelinx
Instituut voor natuur- en bosonderzoek
team Biometrie & Kwaliteitszorg
Gaverstraat 4
9500 Geraardsbergen
Belgium

Research Institute for Nature and Forest
team Biometrics & Quality Assurance
Gaverstraat 4
9500 Geraardsbergen
Belgium

tel. + 32 54/436 185
Thierry.Onkelinx at inbo.be
www.inbo.be

To call in the statistician after the experiment is done may be no more
than asking him to perform a post-mortem examination: he may be able to
say what the experiment died of.
~ Sir Ronald Aylmer Fisher

The plural of anecdote is not data.
~ Roger Brinner

The combination of some data and an aching desire for an answer does not
ensure that a reasonable answer can be extracted from a given body of
data.
~ John Tukey
  


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