[R-sig-ME] lmer verbose output and random effects tables confusion

Adam D. I. Kramer adik at ilovebacon.org
Sun Jul 4 22:11:00 CEST 2010


Hello,

 	For my own edification, could someone explain the relationship
between the output of "verbose-mode" model fitting in lmer and the lmer
object output?  I had been led to believe that the last line of the verbose
output would be the random effects table (and then for nonlinear models, the
fixed effects would follow), but when I fit this (rather complicated) model:

lmer(formula = rating ~ rvalue + m:option.1000 + m:option2 + m + (1 +
rvalue + m:option.1000 + m:option2 + m | studyID),
data=cc2[as.logical(cc2$chosen),], verbose=TRUE, control=list(maxIter=10000,
maxFN=10000))

...I get this output:

(...8895 rows of output...)
8896:     1231.8223:  3.75608 0.0485706 0.381782  0.00000 0.141926  0.00000
0.0226706 -0.0359946 -0.192479  6.02644  5.82712 -10.4730 -6.48680 -30.9794
47.8011 -2.39961  9.36467  108.544  10.9610 -94.6165 -51.5401  124.184
-41.8534 -48.6679  42.8230  2.19496 -1.26584  16.5468

...and this random effects table:

Random effects:
  Groups   Name           Variance   Std.Dev.  Corr
  studyID  (Intercept)    6.5123e+00  2.551915
           rvalue         9.5263e-03  0.097603 -0.941
           ml             1.3536e+00  1.163462 -0.422  0.100
           mh:option.1000 2.4708e+02 15.718900  0.978 -0.887 -0.461
           ml:option.1000 8.2346e+02 28.696035  0.518 -0.489 -0.407  0.352
           mh:option2     8.9316e+02 29.885807 -0.894  0.845  0.269 -0.955
           ml:option2     1.3245e+03 36.393087 -0.455  0.461  0.303 -0.275
  Residual                4.6160e-01  0.679410

...they do not correspond. Or do they? What might I be missing here? (I note
that the deviance is reported correctly). Some of the numbers are close, but
others are way off (for example, the zeroes in the verbose output show no
corresponding zeroes here). What's up? How should I read this verbose
output? Fixed effects follow, but also do not correspond:

Fixed effects:
               Estimate Std. Error t value
(Intercept) 18.4601702  0.6169761  29.920
rating       0.4912713  0.0956698   5.135
ml          -8.6768828  0.3568779 -24.313
mh:option    0.1097410  0.0371654   2.953
ml:option    0.0899163  0.0245243   3.666
mh:option2  -0.0012794  0.0004101  -3.120
ml:option2  -0.0010715  0.0002906  -3.688

Correlation of Fixed Effects:
            (Intr) rating ml     mh:ptn ml:ptn mh:pt2
rating     -0.934
ml         -0.521  0.340
mh:option  -0.207  0.022  0.337
ml:option  -0.003  0.023 -0.530 -0.007
mh:option2  0.096  0.075 -0.258 -0.924  0.017
ml:option2 -0.098  0.090  0.459  0.092 -0.882 -0.024

...I note also that this is important for the user level because testing shows
that when the user provides start values (via start=...), the verbose output
starts out with the start values verbatim.

Thanks,
Adam




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