[R-sig-ME] Difference lme4 and nlme

[Douglas Bates]

On Wed, Feb 23, 2011 at 8:39 AM, ONKELINX, Thierry
<Thierry.ONKELINX at inbo.be> wrote:
> "(1|PARTY) + (1|J:PARTY)" and "(1|J/PARTY)" are equal

Actually (1|PARTY) + (1|J:PARTY) is equal to (1|PARTY/J).  It is easy
to confuse these which is why I prefer not to use the (1|F/G)
notation.

> "(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
>
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> ~ John Tukey
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>
>> -----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]]
>> >
>> > _______________________________________________
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>> > https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>> >
>>
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