[R-sig-ME] lme, groupedData, random intercept and slope

[Andrew Robinson]

Hi Dave,

on the topic of correlation between random slopes and intercepts, it's
not necessarily bad news.  It may (probably does) indicate that the
data are remote from the origin.  Under those circumstances, an
adjustment to the slope, for example, leads inevitably to adjustment
in the intercept.  

Best wishes

Andrew

On Fri, Sep 10, 2010 at 03:24:34PM -0700, David Atkins wrote:
> 
> John--
> 
> Focusing on the random-effects output (snipped from your post):
> 
> Random effects:
>  Formula: ~time | Subject
>  Structure: General positive-definite
>             StdDev       Corr
> (Intercept) 6.054897e+00 (Intr)
> time        4.160662e-05 1
> Residual    9.775954e-04
> 
> That is reporting random intercept, random slope (for time), and 
> residual error (and that the correlation between intercepts and slopes 
> is 1, which usually isn't a good sign...).
> 
> Note that those are all on the SD scale (sqrt of variance terms).
> 
> If you don't have a copy of Pinheiro and Bates (2000) and plan to use 
> nlme, I would strongly suggest tracking one down.
> 
> Hope that helps.
> 
> cheers, Dave
> 
> -- 
> Dave Atkins, PhD
> Research Associate Professor
> Department of Psychiatry and Behavioral Science
> University of Washington
> datkins at u.washington.edu
> 
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-- 
Andrew Robinson  
Program Manager, ACERA 
Department of Mathematics and Statistics            Tel: +61-3-8344-6410
University of Melbourne, VIC 3010 Australia               (prefer email)
http://www.ms.unimelb.edu.au/~andrewpr              Fax: +61-3-8344-4599
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