[R-sig-ME] back log transformation

[Ben Bolker]

On 03/24/2011 06:37 AM, espesser wrote:
>  Dear all,
> 
> This subject has been  previously discussed, but I am not sure I proceed
> the right way with the use of the variances.

  Can you give a reference to the previous discussion please?


> Here is the  summary of my lmer model :
> 
> Linear mixed model fit by REML
> 
> Formula: log(TIME) ~ LONG + ACCO  + (1 | SUJET)
> 
>    Data: dssPUISS
>    AIC   BIC logLik deviance REMLdev
>  899.6 934.1 -442.8    856.7   885.6
> Random effects:
>  Groups   Name        Variance Std.Dev.
>  SUJET    (Intercept) 0.019090 0.13817
>  Residual             0.130297 0.36097
> Number of obs: 1018, groups: SUJET, 24
> 
> Fixed effects:
>              Estimate Std. Error t value
> (Intercept)   5.77423    0.04462  129.42
> LONG          0.02883    0.01129    2.55
> ACCO1        -0.05722    0.02272   -2.52
> 
> 
> LONG is continuous .
> ACCO is a 2 levels factor .
> 
> I would proceed so:
> 
> 1) To compute TIME at this specific point :
> 
> sujet== "s3"
> long == 6
> acco == "1"
> 
> TIME = exp( intercept + 6*LONG + ACCO1
>             +  estimate_of_s3_intercept +  0.5*var(Residual)  )
> 
> with var( Residual)  ==  0.130297
> 
> Is it correct ?


   Is the 0.5*var(Residual) to get the mean (rather than the median) of
TIME on the original scale ?  It seems reasonable but I wonder if you
could simplify your life a little bit by predicting the median rather
than the median ...

> 2) I am  mainly interested to back-transform the fixed effects, at the
> same point.
> 
> 2.1) I would use:
> 
> TIME = exp( intercept + 6*LONG + ACCO1
>             + 0.5*var(SUJET) +0.5*var(Residual) )
> 
> with var(SUJET) == 0.019090

  Don't quite know what you mean here.  It seems you're thinking about
estimating a marginal mean (unknown subject) rather than a conditional
mean.  Your approach seems reasonable but I wouldn't want to swear it
was right ...

> 
> 
> 2.2) Suppose  there was a second  random intercept (say b)  in my model,
> I would use:
> 
> TIME = exp( intercept + 6*LONG + ACCO1
>                 + 0.5*var(SUJET) + 0.5*var(b) +  0.5*var(Residual)  )
> 
> Are these 2 expressions correct ?
> 

  This gets stickier.  The second 'random intercept' is from a second
random effect grouping factor?  If the random effects are independent,
this seems plausible -- otherwise the variance of the sum will not be
equal to the sum of the variances ...


> 2.3)
> Suppose there was a random slope in the model, something like:
> 
> log(TIME) ~ LONG + ACCO  + (LONG | SUJET)
> 
> How can I get TIME  on the original scale ?

  If you want the marginal mean (i.e., something analogous to what you
are doing above), then you need to calculate the variance -- e.g. if the
value  is  (a+b*x + e_a + e_b*x + e_i) where e_a, e_b are random
intercept and slope and e_i is residual error, then **if** they were
all independent the variance would be var_a + var_b*x^2 + var_e.
However, a and b are generally correlated so I believe it would be
var_a + var_b*x^2 + 2*cov(a,b)*x + var_e.
> 
> 
> 3) Related question :
> 
> To  extract the stddev of the SUJET  random intercept ,  I use:
> 
> attr(VarCorr(MyModel.lmer)$SUJET,"stddev")
> 

  Yes.

  As mentioned above, I think your life would be a bit easier if you
just decided that you wanted the median (which is invariant under
transformation) rather than the mean on the back-transformed scale ...