[R-sig-ME] mixed effects models and pseudo replication

Kvingedal, Eli Eli.Kvingedal at nina.no
Thu Mar 11 12:15:41 CET 2010


Dear Thierry, 

Here are the summary tables for the alternative models: 

> M1 <- lme(weight ~ age*density0 + age*density1, random=~1|station, weights=varComb(varIdent(form=~1|age), varPower(form=~density0|age)), method="ML")

> summary(M1)
Linear mixed-effects model fit by maximum likelihood
 Data: NULL 
       AIC      BIC    logLik
  3061.287 3111.566 -1519.643

Random effects:
 Formula: ~1 | station
        (Intercept)  Residual
StdDev:   0.2394472 0.3304975

Combination of variance functions: 
 Structure: Different standard deviations per stratum
 Formula: ~1 | age 
 Parameter estimates:
       0        1 
 1.00000 18.32243 
 Structure: Power of variance covariate, different strata
 Formula: ~density0 | age 
 Parameter estimates:
          0           1 
 0.12277823 -0.01863642 
Fixed effects: weight ~ age * density0 + age * density1 
                  Value Std.Error  DF   t-value p-value
(Intercept)    2.548689 0.1280585 694 19.902539  0.0000
age1          12.094327 0.5960983 694 20.289150  0.0000
density0      -0.002892 0.0007015  14 -4.122892  0.0010
density1       0.002138 0.0058263  14  0.366970  0.7191
age1:density0 -0.009194 0.0029657 694 -3.100081  0.0020
age1:density1  0.053147 0.0252106 694  2.108131  0.0354
 Correlation: 
              (Intr) age1   dnsty0 dnsty1 ag1:d0
age1          -0.054                            
density0       0.065 -0.006                     
density1      -0.697  0.042 -0.639              
age1:density0 -0.005  0.212 -0.056  0.035       
age1:density1  0.044 -0.743  0.035 -0.060 -0.722

Standardized Within-Group Residuals:
       Min         Q1        Med         Q3        Max 
-2.4011664 -0.6931402 -0.1359044  0.6256529  3.6626548 

Number of Observations: 714
Number of Groups: 17


> summary(M2)
Linear mixed-effects model fit by maximum likelihood
 Data: NULL 
       AIC      BIC    logLik
  3063.287 3118.137 -1519.643

Random effects:
 Formula: ~1 | station
        (Intercept)
StdDev:   0.2394471

 Formula: ~1 | age %in% station
         (Intercept)  Residual
StdDev: 9.335646e-05 0.3304975

Combination of variance functions: 
 Structure: Different standard deviations per stratum
 Formula: ~1 | age 
 Parameter estimates:
       0        1 
 1.00000 18.32243 
 Structure: Power of variance covariate, different strata
 Formula: ~density.trout0 | age 
 Parameter estimates:
          0           1 
 0.12277827 -0.01863644 
Fixed effects: weight ~ age * density0 + age * density1 
                  Value Std.Error  DF   t-value p-value
(Intercept)    2.548689 0.1280584 680 19.902548  0.0000
age1          12.094327 0.5960982  14 20.289153  0.0000
density0      -0.002892 0.0007015  14 -4.122894  0.0010
density1       0.002138 0.0058263  14  0.366970  0.7191
age1:density0 -0.009194 0.0029657  14 -3.100082  0.0078
age1:density1  0.053147 0.0252106  14  2.108131  0.0535
 Correlation: 
              (Intr) age1   dnsty0 dnsty1 ag1:d0
age1          -0.054                            
density0       0.065 -0.006                     
density1      -0.697  0.042 -0.639              
age1:density0 -0.005  0.212 -0.056  0.035       
age1:density1  0.044 -0.743  0.035 -0.060 -0.722

Standardized Within-Group Residuals:
       Min         Q1        Med         Q3        Max 
-2.4011661 -0.6931402 -0.1359044  0.6256530  3.6626539 

Number of Observations: 714
Number of Groups: 
         station age %in% station 
              17               34




Thank you for considering my case!

Eli


-----Original Message-----
From: ONKELINX, Thierry [mailto:Thierry.ONKELINX at inbo.be] 
Sent: 11. mars 2010 11:04
To: Kvingedal, Eli; r-sig-mixed-models at r-project.org
Subject: RE: [R-sig-ME] mixed effects models and pseudo replication

Dear Eli,

I find it strange that the summary tables of the models yield different
df for the fixed effects. Can you provide us with those summaries?

HTH,

Thierry

------------------------------------------------------------------------
----
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
  

> -----Oorspronkelijk bericht-----
> Van: r-sig-mixed-models-bounces at r-project.org 
> [mailto:r-sig-mixed-models-bounces at r-project.org] Namens 
> Kvingedal, Eli
> Verzonden: woensdag 10 maart 2010 15:08
> Aan: r-sig-mixed-models at r-project.org
> Onderwerp: [R-sig-ME] mixed effects models and pseudo replication
> 
> Hi, 
> 
> I am analysing effects of local population density on fish 
> performance (e.g. weight). My dataset is based on fish 
> sampled from different sites (17 stations) and in addition to 
> measures on individual performance, I have information on age 
> (0 and 1). On site level, I have information on fish 
> densities for both age groups. I am interesting in estimating 
> the effects of fish density on performance and particularly 
> interested in determining possible differences between age 
> groups in the density response. 
> 
> Traditionally, these kind of data are analysed based on mean 
> values (ancovas). However, based on mixed effects model, the 
> among individual variance will be included in the analysis 
> and not just averaged out. I started by using lmer (lme4 
> package), but realizing that the variance is increasing with 
> density, I switched to lme (nlme package) and applied 
> variance structures. 
> 
> My starting model is thus: 
> 
> m1 <- lme(weight ~ age*density0 + age*density1, random = 
> ~1|station, weights=....) 
> 
> with station and age as factors.  
> 
> Now, my issue is pseudo-replication. The summary table shows 
> that the factors age and age*density have very high degrees 
> of freedom (~700) and accordingly low p-values. It seems to 
> me like age and the interactions between age and density are 
> analysed as if the samples were independent, and if so, it 
> means pseudo-replication, doesn't it? 
> 
> If I set up an alternative random structure allowing for 
> random variance between age classes within station: 
> m2 <- lme(weight ~ age*density0 + age*density1, random = 
> ~1|station/age, weights=....) 
> 
> the summary table is more like I think it should be: 14 df 
> for all fixed effects parameters and interactions, and the 
> p-values seem more realistic.  
> 
> When comparing m1 and m2 (REML estimation), however, m2 do 
> not provide better fit, and based on literature (e.g. Zuur et 
> al. 2009), then I should use m1. 
> 
> Testing the significance of the interaction terms by model 
> comparisons (which is what I do to find the optimal model), 
> the significance levels of the likelihood ratio test for 
> specific interaction terms are equivalent whether I use 
> station or station/age as random factors. Which is sort of 
> comforting. 
> 
> So, my question is, do I really control for 
> pseudo-replication in the estimation of all fixed effects and 
> interactions when using m1? If so, why these high dfs in the 
> summary table?? 
> 
> I would really appreciate if someone could enlighten me! 
> 
> Regards, 
> 
> Eli 
> 
> 
> ________________________________________________________________
> 
> Eli Kvingedal
> PhD Student
> 
> Norwegian Institute for Nature Research - NINA Postal 
> address: NO-7485 Trondheim, NORWAY Delivery/Visiting address: 
> Tungasletta 2, NO-7047 Trondheim, NORWAY
> Phone: +47 73 80 14 00 * Fax: +47 73 80 14 01 * www.nina.no
> 
> _______________________________________________
> R-sig-mixed-models at r-project.org mailing list 
> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> 

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