[R-sig-ME] Why am I getting a Variance of 0 for my random effect

Daniel Ezra Johnson danielezrajohnson at gmail.com
Wed Aug 11 20:16:24 CEST 2010


Try data1$RN <- as.factor(data1$RN).

On Wed, Aug 11, 2010 at 2:13 PM, Kevin E. Thorpe
<kevin.thorpe at utoronto.ca> wrote:
> Hello.
>
> I'm getting a variance of 0 on a random effect and I don't know why.
> I suspect I've not set the model up correctly.  My transcript is below
> with my own comments sprinkled in for time to time.
>
> A little bit about the data (which I will provide off-list if requested).
>  We have nurses managing an aspect of patient care
> according to different algorithms.  Interest focuses on of the
> algorithms result in different outcomes.  I have restricted this
> to only nurses who did each algorithm twice (in case my problem
> was being caused by some nurses doing only one algorithm, possibly
> only one time).
>
> I figured that since I have multiple observations per nurse, I
> should treat nurse as a random effect, but maybe I confused myself
> again.
>
>
> R version 2.11.1 Patched (2010-07-21 r52598)
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> ISBN 3-900051-07-0
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>
>> library(lattice)
>> library(lme4)
>
>> str(data1)
> 'data.frame':   72 obs. of  3 variables:
>  $ RN        : int  1 1 2 3 7 7 9 9 15 15 ...
>  $ Assignment: Factor w/ 2 levels "E","N": 1 1 1 1 1 1 1 1 1 1 ...
>  $ AUChr     : num  12.26 7.23 9.26 4.04 10.31 ...
>> tmp1 <- with(data1,aggregate(AUChr,list(RN=RN,Assigment=Assignment),mean))
>> names(tmp1)[3] <- "Mean"
>>
>> tmp2 <- with(data1,aggregate(AUChr,list(RN=RN,Assignment=Assignment),var))
>> names(tmp2)[3] <- "Variance"
>>
>> meanvar <- merge(tmp1,tmp2)
>
> The point of this is to show that the means are not all the same,
> nor are the variances.
>
>> meanvar
>   RN Assignment   Mean  Variance
> 1   1          E  9.745  12.65045
> 2   1          N  7.185   1.36125
> 3  15          E 10.605  15.07005
> 4  15          N 10.385   4.41045
> 5  16          E  8.175   0.00845
> 6  16          N  8.420   1.03680
> 7   2          E  7.300   7.68320
> 8   2          N  6.950   1.00820
> 9  21          E  9.670   9.41780
> 10 21          N 10.535   2.44205
> 11 22          E  7.720   2.04020
> 12 22          N  7.930   1.21680
> 13 24          E  9.555  10.35125
> 14 24          N  9.330   0.38720
> 15 25          E  8.240   0.92480
> 16 25          N  9.485   0.00125
> 17 27          E  8.635   0.08405
> 18 27          N  7.745   3.72645
> 19 28          E  9.635   8.61125
> 20 28          N  8.315  10.35125
> 21  3          E  6.005   7.72245
> 22  3          N 11.435  55.44045
> 23 31          E  9.590   9.94580
> 24 31          N 10.570  16.70420
> 25 35          E  9.055   0.32805
> 26 35          N  9.925  14.41845
> 27 36          E  9.040   2.08080
> 28 36          N  7.395   1.14005
> 29  5          E  8.430   3.38000
> 30  5          N 17.385 139.94645
> 31  6          E  6.930   0.24500
> 32  6          N  8.330   1.72980
> 33  7          E 10.650   0.23120
> 34  7          N  7.375   0.09245
> 35  9          E  8.885   7.56605
> 36  9          N  8.405   0.73205
>
> Model with "Assignment" (algorithm).
>
>> lmer(AUChr~Assignment+(1|RN),data=data1,REML=FALSE)
> Linear mixed model fit by maximum likelihood
> Formula: AUChr ~ Assignment + (1 | RN)
>   Data: data1
>   AIC   BIC logLik deviance REMLdev
>  365.7 374.8 -178.8    357.7   356.9
> Random effects:
>  Groups   Name        Variance Std.Dev.
>  RN       (Intercept) 0.0000   0.0000
>  Residual             8.4152   2.9009
> Number of obs: 72, groups: RN, 18
>
> Fixed effects:
>            Estimate Std. Error t value
> (Intercept)   8.7703     0.4835   18.14
> AssignmentN   0.5131     0.6837    0.75
>
> Correlation of Fixed Effects:
>            (Intr)
> AssignmentN -0.707
>
>
> Model without the algorithm variable.
>
>> lmer(AUChr~(1|RN),data=data1,REML=FALSE)
> Linear mixed model fit by maximum likelihood
> Formula: AUChr ~ (1 | RN)
>   Data: data1
>   AIC   BIC logLik deviance REMLdev
>  364.3 371.1 -179.1    358.3   358.5
> Random effects:
>  Groups   Name        Variance Std.Dev.
>  RN       (Intercept) 0.000    0.0000
>  Residual             8.481    2.9122
> Number of obs: 72, groups: RN, 18
>
> Fixed effects:
>            Estimate Std. Error t value
> (Intercept)   9.0268     0.3432    26.3
>>
>> sessionInfo()
> R version 2.11.1 Patched (2010-07-21 r52598)
> Platform: i686-pc-linux-gnu (32-bit)
>
> locale:
>  [1] LC_CTYPE=en_US       LC_NUMERIC=C         LC_TIME=en_US
>  [4] LC_COLLATE=C         LC_MONETARY=C        LC_MESSAGES=en_US
>  [7] LC_PAPER=en_US       LC_NAME=C            LC_ADDRESS=C
> [10] LC_TELEPHONE=C       LC_MEASUREMENT=en_US LC_IDENTIFICATION=C
>
> attached base packages:
> [1] stats     graphics  grDevices utils     datasets  methods   base
>
> other attached packages:
> [1] lme4_0.999375-34   Matrix_0.999375-42 lattice_0.18-8
>
> loaded via a namespace (and not attached):
> [1] grid_2.11.1   nlme_3.1-96   stats4_2.11.1
>>
>> proc.time()
>   user  system elapsed
>  3.488   0.056   3.536
>
> --
> Kevin E. Thorpe
> Biostatistician/Trialist, Knowledge Translation Program
> Assistant Professor, Dalla Lana School of Public Health
> University of Toronto
> email: kevin.thorpe at utoronto.ca  Tel: 416.864.5776  Fax: 416.864.3016
>
> _______________________________________________
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> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>




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