[R-sig-ME] question about linear mixed models

[JOSE A ALEMAN]

str(data) returns the following output:

 $ country                   : chr  "Australia" "Australia" "Australia"
"Australia" ...
 $ nation                    : Factor w/ 18 levels
"Australia","Austria",..: 1 1 1 1 1 1 1 1 1 1 ...
 $ year                      : num  1960 1961 1962 1963 1964 ...

I have two other dependent variables though, and the results differ between
nmle and lme4.




                                                                           
             Andrew Dolman                                                 
             <andydolman at gmail                                             
             .com>                                                      To 
                                       JOSE A ALEMAN <aleman at fordham.edu>  
             07/08/2010 12:32                                           cc 
             PM                        r-sig-mixed-models at r-project.org    
                                                                   Subject 
                                       Re: [R-sig-ME] question about       
                                       linear mixed models                 
                                                                           
                                                                           
                                                                           
                                                                           
                                                                           
                                                                           




That's odd. What does str(data) give you?


andydolman at gmail.com



On 8 July 2010 18:12, JOSE A ALEMAN <aleman at fordham.edu> wrote:
>
> Ok, so now I'm slightly confused, because I tried (1 |nation/year) and
nmle
> returned the exact same results that lme4 returns when you use the syntax
> (1 | nation) + (1 | year). I thought was I was trying to estimate was
cross
> random effects, not nested random effects. To be more precise, the model
I
> want to estimate looks like this:
>
>                  (Embedded image moved to file: pic23743.jpg),
>
>
> where the terms (Embedded image moved to file: pic03517.jpg) and
(Embedded
> image moved to file: pic15204.jpg) are varying-intercept parameters for
> units and time.
>
> Yet the output is identical...
>
> Thanks,
>
> Jose
>
>
>
>             Andrew Dolman
>             <andydolman at gmail
>             .com>                                                      To
>                                       JOSE A ALEMAN <aleman at fordham.edu>
>             07/08/2010 03:56                                           cc
>             AM                        r-sig-mixed-models at r-project.org
>                                                                   Subject
>                                       Re: [R-sig-ME] question about
>                                       linear mixed models
>
>
>
>
>
>
>
>
>
>
> Hello Jose,
>
> lme4 can handle crossed and nested random effects whereas nlme can
> only do nested random effects.
>
> What you've specified here:
>
>> mixed.model <- lmer (y ~ x1+x2+x3 + (1 | nation) + (1 | year),
data=data)
>
> has crossed random effects.
>
>> and R returns the following output for the random effects:
>>
>> Random effects:
>>  Groups   Name          Variance   Std.Dev.
>>  year          (Intercept)   0.00            0.00
>>  nation      (Intercept)   9.40            3.07
>>  Residual                      2.42             1.56
>
> and you seem to have zero variance associated with the random effect
> "year". This may be a problem with the way you've coded your data
> which is why it's helpful if you post a sample of your data, or dummy
> data, with your question.
>
> do > head(mydataframe)
> the output from str (mydataframe) is useful too because we can see how
> many levels of each factor you have
>
>
> If you want a nested model in lme4 you should specify it as  + (1 |
> nation/year) OR +(1|nation) + (1|nation:year)
>
>
> I'm not sure what the model is that you specified in nlme but it can't
> be the same as the one for lme4 because nlme cannot do crossed random
> effects
>
>> mixed.effects <- lme (y ~ x1+x2+x3, data=data,
>>      random=~1|nation+1|year, method="REML")
>
>
> Andy.
>