[R-sig-ME] independent random effects with equal variances
Christos Hatzis
christos.hatzis at nuverabio.com
Wed May 4 21:38:40 CEST 2011
Yes, that's right.
You've thought about these issues much harder than I have.
-----Original Message-----
From: dmbates at gmail.com [mailto:dmbates at gmail.com] On Behalf Of Douglas
Bates
Sent: Wednesday, May 04, 2011 2:33 PM
To: christos.hatzis at nuverabio.com
Cc: Hae Kyung Im; r-sig-mixed-models at r-project.org
Subject: Re: [R-sig-ME] independent random effects with equal variances
On Wed, May 4, 2011 at 1:02 PM, Christos Hatzis
<christos.hatzis at nuverabio.com> wrote:
> Independence, equal variance and the implicit normality assumption
wouldn't
> imply that these random effects are IID from the same N(0, sigma)
> distribution? Wouldn't then this be equivalent to
> y ~ x + (1|R)
> where R is the "combined" random effect?
Except that you can't define a factor R with the combined levels.
Consider, for example, the Penicillin data in the lme4 package. A
model with independent random effects having one variance for the
plate and one variance for the sample random effects has the model
formula
diameter ~ 1 + (1|plate) + (1|sample)
for a total of 30 random effects (24 plates and 6 samples). You can't
generate a factor with 30 levels that can be decomposed into 24 levels
for plate and 6 levels for samples.
> -----Original Message-----
> From: r-sig-mixed-models-bounces at r-project.org
> [mailto:r-sig-mixed-models-bounces at r-project.org] On Behalf Of Douglas
Bates
> Sent: Wednesday, May 04, 2011 1:56 PM
> To: Hae Kyung Im
> Cc: r-sig-mixed-models at r-project.org
> Subject: Re: [R-sig-ME] independent random effects with equal variances
>
> On Wed, May 4, 2011 at 10:47 AM, Hae Kyung Im <haky at uchicago.edu> wrote:
>> Dear list,
>
>> does anyone know of an easy way to enforce equal variance for two
> independent random effects?
>
>> So I would like to fit this model with equal variances for R1 and R2
>
>> y ~ x + (1|R1) + (1|R2)
>
> I don't think that would be easily done under the current setup.
>
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