[R-sig-ME] Does lmer have it's own random number generator?

Ben Bolker bbolker at gmail.com
Tue Jan 4 04:13:49 CET 2011


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  For what it's worth:

  I get similarly wonky results on 64-bit MacOS, clean results on 32-bit
MacOS and Ubuntu.


*** 32-bit MacOS:

> sessionInfo()
R version 2.12.0 (2010-10-15)
Platform: i386-apple-darwin9.8.0/i386 (32-bit)

locale:
[1] en_CA.UTF-8/en_CA.UTF-8/C/C/en_CA.UTF-8/en_CA.UTF-8

attached base packages:
[1] grid      splines   stats     graphics  grDevices utils     datasets
[8] methods   base

other attached packages:
 [1] ez_2.1-0           lme4_0.999375-37   Matrix_0.999375-46
lattice_0.19-13
 [5] stringr_0.4        ggplot2_0.8.8      proto_0.3-8        reshape_0.8.3
 [9] plyr_1.2.1         car_2.0-7          survival_2.36-2    nnet_7.3-1
[13] MASS_7.3-9

loaded via a namespace (and not attached):
[1] nlme_3.1-97   stats4_2.12.0 tools_2.12.0
>
> proc.time()
   user  system elapsed
 52.408   1.140  53.894

*** 64-bit MacOS:

> sessionInfo()
R version 2.12.0 (2010-10-15)
Platform: x86_64-apple-darwin9.8.0/x86_64 (64-bit)

locale:
[1] en_CA.UTF-8/en_CA.UTF-8/C/C/en_CA.UTF-8/en_CA.UTF-8

attached base packages:
[1] grid      splines   stats     graphics  grDevices utils     datasets
[8] methods   base

other attached packages:
 [1] ez_2.1-0           lme4_0.999375-37   Matrix_0.999375-46
lattice_0.19-13
 [5] stringr_0.4        ggplot2_0.8.8      proto_0.3-8        reshape_0.8.3
 [9] plyr_1.2.1         car_2.0-7          survival_2.36-2    nnet_7.3-1
[13] MASS_7.3-9

loaded via a namespace (and not attached):
[1] nlme_3.1-97   stats4_2.12.0 tools_2.12.0

*** 32-bit Linux:

> sessionInfo()
R version 2.12.1 (2010-12-16)
Platform: i486-pc-linux-gnu (32-bit)

locale:
 [1] LC_CTYPE=en_CA.UTF-8       LC_NUMERIC=C
 [3] LC_TIME=en_CA.UTF-8        LC_COLLATE=en_CA.UTF-8
 [5] LC_MONETARY=C              LC_MESSAGES=en_CA.UTF-8
 [7] LC_PAPER=en_CA.UTF-8       LC_NAME=C
 [9] LC_ADDRESS=C               LC_TELEPHONE=C
[11] LC_MEASUREMENT=en_CA.UTF-8 LC_IDENTIFICATION=C

attached base packages:
[1] grid      splines   stats     graphics  grDevices utils     datasets
[8] methods   base

other attached packages:
 [1] ez_2.1-0           lme4_0.999375-37   Matrix_0.999375-47
lattice_0.19-16
 [5] stringr_0.4        ggplot2_0.8.9      proto_0.3-8        reshape_0.8.3
 [9] plyr_1.2.1         car_2.0-8          survival_2.36-3    nnet_7.3-1
[13] MASS_7.3-9

loaded via a namespace (and not attached):
[1] nlme_3.1-97   stats4_2.12.1 tools_2.12.1
>


On 11-01-03 09:53 AM, Mike Lawrence wrote:
> Using a variant of Thierry's code I get rather different results on my
> machine (MacBookPro7,1, OS 10.6.5; see also sessionInfo() results
> below). The modification I made simply puts call to set.seed() within
> each loop of replicate(). I observe the same behaviour no matter
> whether I apply this modification or not, but I wanted to highlight
> lmer's insensitivity (on my machine) to the seed:
> 
>> library(ez)
>> data(ANT)
>>
>> tmp <- replicate(100, {
> + 	set.seed(1)
> + 	fit <- lmer(
> + 		formula = rt ~ (1|subnum) +
> + 			cue*flank*group*block +
> + 			cue*flank*group*I(block^2) +
> + 			cue*flank*group*I(block^3)
> + 		, data = ANT[ANT$error==0,]
> + 	)
> + 	fit at deviance
> + })
>>
>> apply(tmp, 1, var, na.rm = T)
>           ML         REML         ldL2        ldRX2
> 1.103807e-01 5.612587e-02 1.159465e+00 1.190199e-02
>      sigmaML    sigmaREML        pwrss         disc
> 1.309610e-05 1.334286e-05 3.593904e+06 9.197845e+06
>         usqr         wrss          dev         llik
> 1.293124e+06 9.198576e+06           NA           NA
>      NULLdev
>           NA
>>
>> apply(tmp, 1, function(x){mean(is.finite(x))})
>        ML      REML      ldL2     ldRX2   sigmaML sigmaREML
>       0.9       0.9       0.9       0.9       0.9       0.9
>     pwrss      disc      usqr      wrss       dev      llik
>       0.9       0.9       0.9       0.9       0.0       0.0
>   NULLdev
>       0.0
>>
>> sessionInfo()
> R version 2.12.0 (2010-10-15)
> Platform: x86_64-apple-darwin9.8.0/x86_64 (64-bit)
> 
> locale:
> [1] en_CA.UTF-8/en_US.UTF-8/C/C/en_CA.UTF-8/en_CA.UTF-8
> 
> attached base packages:
> [1] grid      splines   stats     graphics  grDevices utils
> datasets  methods   base
> 
> other attached packages:
>  [1] ez_2.1-0           lme4_0.999375-37   Matrix_0.999375-45
> lattice_0.19-13    stringr_0.4        ggplot2_0.8.8
>  [7] proto_0.3-8        reshape_0.8.3      plyr_1.2.1
> car_2.0-6          survival_2.36-1    nnet_7.3-1
> [13] MASS_7.3-8
> 
> loaded via a namespace (and not attached):
> [1] nlme_3.1-97   stats4_2.12.0 tools_2.12.0
> 
> _______________________________________________
> R-sig-mixed-models at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models

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