[R-sig-ME] Difference lme4 and nlme

[ONKELINX, Thierry]

"(1|PARTY) + (1|J:PARTY)" and "(1|J/PARTY)" are equal

"(1|PARTY) + (1|J:PARTY)" and "(J|PARTY)" are not equal

----------------------------------------------------------------------------
ir. Thierry Onkelinx
Instituut voor natuur- en bosonderzoek
team Biometrie & Kwaliteitszorg
Gaverstraat 4
9500 Geraardsbergen
Belgium

Research Institute for Nature and Forest
team Biometrics & Quality Assurance
Gaverstraat 4
9500 Geraardsbergen
Belgium

tel. + 32 54/436 185
Thierry.Onkelinx at inbo.be
www.inbo.be

To call in the statistician after the experiment is done may be no more than asking him to perform a post-mortem examination: he may be able to say what the experiment died of.
~ Sir Ronald Aylmer Fisher

The plural of anecdote is not data.
~ Roger Brinner

The combination of some data and an aching desire for an answer does not ensure that a reasonable answer can be extracted from a given body of data.
~ John Tukey
  

> -----Oorspronkelijk bericht-----
> Van: r-sig-mixed-models-bounces at r-project.org 
> [mailto:r-sig-mixed-models-bounces at r-project.org] Namens Iker 
> Vaquero Alba
> Verzonden: woensdag 23 februari 2011 15:30
> Aan: Daniel; Douglas Bates
> CC: R-sig-mixed-models at r-project.org
> Onderwerp: Re: [R-sig-ME] Difference lme4 and nlme
> 
> 
>  
>    Just a technical question: Would "(1|PARTY) + (1|J:PARTY)" 
> be equal to "(1|J/PARTY)" and this to "(J|PARTY)"?
> 
>    I've tried the last two ones and as long as I saw, I got 
> the same results, but I might have overlooked something.
> 
>    Thank you. Regards.
> 
>    Iker
> 
> --- El mié, 23/2/11, Douglas Bates <bates at stat.wisc.edu> escribió:
> 
> De: Douglas Bates <bates at stat.wisc.edu>
> Asunto: Re: [R-sig-ME] Difference lme4 and nlme
> Para: "Daniel" <dmsilv at gmail.com>
> CC: R-sig-mixed-models at r-project.org
> Fecha: miércoles, 23 de febrero, 2011 15:08
> 
> Notice that the first model has 27 levels for J and the 
> second model has 465 levels for PARTY %in% J.  That's the difference.
> 
> If you do indeed want to have PARTY nested within J then your 
> call to lmer should use the formula
> 
> REVENUES ~ INCUMBENCY + (1|PARTY) + (1|J:PARTY)
> 
> 
> On Wed, Feb 23, 2011 at 6:27 AM, Daniel <dmsilv at gmail.com> wrote:
> > Hello list,
> >
> > I'm just try to find out how can I produce the results 
> using both packages.
> > Perhaps I'm using different equation. Trailer model are 
> consistent to 
> > Stata output using (tmixed REVENUES INCUMBENCY || J: || PARTY:)
> >
> > lme2 <- 
> lmer(REVENUES~INCUMBENCY+(1|J)+(1|PARTY),data=data,na.action = 
> > "na.omit", REML=TRUE)
> >
> > Linear mixed model fit by REML
> > Formula: REVENUES ~ INCUMBENCY + (1 | J) + (1 | PARTY)
> >  Data: data
> >  AIC   BIC logLik deviance REMLdev
> > 78123 78153 -39057    78154   78113
> > Random effects:
> > Groups   Name        Variance   Std.Dev.
> > J        (Intercept) 9.6263e+08  31026 PARTY    (Intercept) 
> 1.7502e+09  
> > 41836 Residual             3.0534e+10 174741 Number of obs: 2894, 
> > groups: J, 27; PARTY, 27
> >
> > Fixed effects:
> >           Estimate Std. Error t value
> > (Intercept)    34244      11657   2.938 INCUMBENCY    211495       
> > 9536  22.178
> >
> > Correlation of Fixed Effects:
> >          (Intr)
> > INCUMBENCY -0.097
> >
> > lme3 <- lme(REVENUES~INCUMBENCY, random=~1 
> > |J/PARTY,data=data,na.action = "na.omit", REML=TRUE)
> >
> > Linear mixed-effects model fit by REML
> >  Data: data
> >  Log-restricted-likelihood: -39078.07
> >  Fixed: REVENUES ~ INCUMBENCY
> > (Intercept)  INCUMBENCY
> >   52469.19   220521.74
> >
> > Random effects:
> >  Formula: ~1 | J
> >        (Intercept)
> > StdDev:    25424.31
> >
> >  Formula: ~1 | PARTY %in% J
> >        (Intercept) Residual
> > StdDev:     45574.5 173465.7
> >
> > Number of Observations: 2894
> > Number of Groups:
> >           J PARTY %in% J
> >          27          465
> >
> > --
> > Daniel Marcelino
> > Skype: dmsilv
> > http://sites.google.com/
> >
> >        [[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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