[R-sig-ME] Difference lme4 and nlme
Andrzej Galecki
agalecki at umich.edu
Wed Feb 23 22:03:22 CET 2011
Hello Daniel,
RE your statement:
"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)"
Scripts on Brady West's website, first author of the book, are correct.
In Chapter 4 of our book, we consider models with classid (classes)
nested within schoolid (schools)
The following examples of syntaxes can be used in lmer() formula to
specify nested effects:
1a. (1 | schoolid) + (1 | schoolid:classid)
b. (1 + z1 | schoolid) + (1 | schoolid:classid)
2. (1 | schoolid) + (1 | classid)
3. (1 | schoolid/classid)
re 1. This is the most general syntax. It works regardless, whether we
define factors using "implicit nesting" or not. It also allows
for models similar to (1b) with different sets of random
effects for schools and classes.
re 2. This is a simplified syntax used on Brady's website. It works,
only because classid is sensibly coded as explicitly nested within
schoolid. Models similar to (1b) can also be accommodated using this
syntax.
re 3 This syntax expands to syntax 1a. It works, regardless, whether we
use "implicit nesting" of factors or not. Models similar to
(1b) can not be accommodated.
Thank you,
Andrzej
On 2/23/2011 2:04 PM, Douglas Bates wrote:
> On Wed, Feb 23, 2011 at 12:19 PM, Daniel<dmsilv at gmail.com> wrote:
>> 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)
> As Andrzej is one of the authors of that book I'll let him respond
> about the scripts.
>
> Can you give us some background to the study - in particular, what
> does J represent and what does PARTY represent?
>
> This sort of confusion is, in my opinion, unnecessary. If the factors
> are defined sensibly - avoiding what I call "implicit nesting" - then
> the model specification is straightforward.
>
>> 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]]
>>>>>>>
>>>>>>> _______________________________________________
>>>>>>> R-sig-mixed-models at r-project.org mailing list
>>>>>>> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>>>>>>>
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>>>>>>
>>>>>>
>>>>>> [[alternative HTML version deleted]]
>>>>>>
>>>>>>
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>>
>>
>> --
>> Daniel Marcelino
>> Skype: dmsilv
>> http://sites.google.com/
>>
>
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