[R-sig-ME] confusion about lmer output

[Paul Johnson]

On Tue, Mar 8, 2011 at 3:06 PM, Sacha Viquerat <tweedie-d at web.de> wrote:
> hello dear mixed effects modeller! i'm a little confused about the output of
> lmer in R. in michael j. crawleys excellent book on R and in various
> examples in the internet, lmer outputs of poisson family models include a
> dispersion factor (as I gather, the scale of the model). well, mine does not
> show this factor:

I've got R-2.12.2 and lme4 version and I don't see a scale estimate
printed (see below).  But I don't exactly understand why you want one.

You don't mention which Kennedy book you are looking at, but I don't
know of one that would be current with lme4 development.  You might
instead be reading his use of glm.  glm does give the estimated
dispersion parameter, but it is not useful. The dispersion parameter
is fixed at 1 (recall, it is NOT estimated in that procedure, it is
fixed, assumed, because Poisson mean= Poisson variance.  I think to
diagnose overdispersion, there is no certain diagnostic cue, escape
the general idea that the model's deviance estimate should be
somewhere in the vicinity of the degrees of freedom.

If you are wanting to fit Poisson with overdispersion, there are
easier and more conventional methods than lmer.  Most people I work
with would expect you'd take the multiplicative log-Gamma error
approach, which ends up with Negative Binomial model.  There are now
many R packages that will help with that, such as "pscl" or "ZIGP" or
"VGAM" or "MASS".

pj

> summary(m1)
Generalized linear mixed model fit by the Laplace approximation
Formula: y ~ inp + (1 | gf)
  AIC  BIC logLik deviance
 1066 1080 -529.8     1060
Random effects:
 Groups Name        Variance  Std.Dev.
 gf     (Intercept) 0.0053324 0.073023
Number of obs: 1000, groups: gf, 2

Fixed effects:
             Estimate Std. Error z value Pr(>|z|)
(Intercept) 3.2962418  0.0556996   59.18   <2e-16 ***
inp         0.0159236  0.0003963   40.18   <2e-16 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Correlation of Fixed Effects:
    (Intr)
inp -0.368

====================

On the other hand,


-- 
Paul E. Johnson
Professor, Political Science
1541 Lilac Lane, Room 504
University of Kansas