[R-sig-ME] Problematic correlations between random effects
Leite,Walter
Walter.Leite at coe.ufl.edu
Thu Feb 23 17:29:36 CET 2012
Folks,
I fitted a model with several random affects to data with a cross-classification of students and schools using lmer. Two random effects have correlation of -1 and others near 1, as shown below. I thought that this would only occur if any random effects were not necessary in the model, but I built this model adding the random effects one at a time and comparing the fit with BIC and AIC. Also, none of the variances are very small. Could someone advise me on why these correlations occurred and ways I can solve this problem?
Thank you,
Walter
Random effects:
Groups Name Variance Std.Dev. Corr
CHILDID (Intercept) 333.63787 18.26576
time.period 7.99838 2.82814 -1.000
I(time.period^2) 11.16830 3.34190 -0.514 0.514
I(time.period^3) 0.31869 0.56453 -0.189 0.189 0.938
School_ID (Intercept) 87.59255 9.35909
time.period 33.30370 5.77094 0.093
I(time.period^2) 1.48008 1.21659 -0.171 0.960
Residual 39.94649 6.32032
Number of obs: 11960, groups: CHILDID, 2990; School_ID, 996
More information about the R-sig-mixed-models
mailing list