[R-sig-ME] Difference lme4 and nlme
Daniel
dmsilv at gmail.com
Wed Feb 23 19:19:45 CET 2011
This sound a controversial issue. If I change "(1|J) + (1|J:PARTY)"
for "(1|PARTY) + (1|J:PARTY)" I get great different outcomes. So,
first I need to place third level (J) and second PARTY nested within
J, right?
So, I take this opportunity to inform that scripts of "Linear Mixed
Models: A Practical Guide Using Statistical Software" by Brady et al;
perhaps are wrong. Scripts can be found at
(http://www-personal.umich.edu/~bwest/chapter4.html)
Thanks,
Daniel
On Wed, Feb 23, 2011 at 12:55 PM, Andrzej Galecki <agalecki at umich.edu> wrote:
>
> Hello to everyone,
>
> Actually, the same type of mistake occurred in an earlier email.
>
>
> "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)"
>
>
> Preferred notation was used incorrectly. It should be:
>
> REVENUES ~ INCUMBENCY + (1|J) + (1|J:PARTY)
>
>
> Thank you
>
> Andrzej Galecki
> University of Michigan
>
>
>
>
>
>
>
>
> On 2/23/2011 10:39 AM, Douglas Bates wrote:
>>
>> 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
>>>
>>> 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]]
>>>>>
>>>>> _______________________________________________
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>>>>> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>>>>>
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>>>>
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>
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--
Daniel Marcelino
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