[R-sig-ME] LMER problem when all observations in one level are zero?

Ben Bolker bbolker at gmail.com
Mon Nov 29 16:28:32 CET 2010


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   I think this may be the Hauck-Donner effect ... ?  You can see a
brief (one-paragraph) discussion of this in MASS (Venables & Ripley) p.
198-199 by searching "Hauck-Donner effect" in Google books ...


On 11/29/2010 02:04 AM, Sarah Reilly wrote:
> Hello,
> 
> We are analyzing data on the number of insects of certain species on
> individual plants.  There are 3 species of plants (fixed effect) nested
> within 8 different sites (random effect).  We have structured the model as
> follows, after tentatively dropping the intercept of site:
> 
>> lmer(insects ~ plantsp + (0+ plantsp|site) , family = poisson, REML = TRUE
> )
> 
> We then went on to do contrasts between levels of the fixed effect:
> 
>> glht(bestmod, linfct = mcp(plantsp = "Tukey"))
> 
> This seems to work ok for some contrasts, but not others.  In particular,
> sometimes we have the situation where an insect was not found at all on one
> particular plant species (hence all observations are 0 for that level of the
> fixed effect).   This returns the unsatisfactory result that the level with
> the highest mean is different from the level with the intermediate mean, but
> not at all different from the level with the low (i.e. 0) mean.  Furthermore,
> adding a single insect to a random plant within the all 0s group makes all
> the contrasts highly significant.  The data are overdispersed and
> zero-inflated but that doesn?t seem to be responsible for this particular
> problem.  We may end up using MCMCglmm but we still would like to understand
> why this is happening in LMER.
> 
> Thanks for your assistance,
> 
> Sarah
> 
> Here are the results from a test where this happens:
> 
> Generalized linear mixed model fit by the Laplace approximation
> 
> Formula: insects ~ plantsp + (0 + plantsp | site)
> 
>   AIC  BIC logLik deviance
> 
>  1002 1042 -491.9    983.9
> 
> Random effects:
> 
>  Groups Name      Variance Std.Dev. Corr
> 
>  site   plantspTA 0.13088  0.36177
> 
>         plantspTG 1.81646  1.34776  0.000
> 
>         plantspTL 1.62193  1.27355  0.000 0.325
> 
> Number of obs: 626, groups: site, 8
> 
> Fixed effects:
> 
>             Estimate Std. Error z value Pr(>|z|)
> 
> (Intercept)   -18.71     907.10  -0.021    0.984
> 
> plantspTG      16.97     907.10   0.019    0.985
> 
> plantspTL      19.10     907.10   0.021    0.983
> 
> Correlation of Fixed Effects:
> 
>           (Intr) plntTG
> 
> plantspTG -1.000
> 
> plantspTL -1.000  1.000
> 
> 
> 
> Simultaneous Tests for General Linear Hypotheses
> 
> Multiple Comparisons of Means: Tukey Contrasts
> 
> Fit: glmer(formula = insects ~ plantsp + (0 + plantsp | site), family =
> poisson,
> 
>     REML = TRUE)
> 
> Linear Hypotheses:
> 
>              Estimate Std. Error z value Pr(>|z|)
> 
> TG - TA == 0  16.9673   907.1004   0.019 0.999777
> 
> TL - TA == 0  19.1032   907.1003   0.021 0.999718
> 
> TL - TG == 0   2.1358     0.6068   3.520 0.000864 ***
> 
> ---
> 
> Signif. codes:  0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1
> 
> (Adjusted p values reported -- single-step method)
> 
> 	[[alternative HTML version deleted]]
> 
> 
> 
> 
> _______________________________________________
> R-sig-mixed-models at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models

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