[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




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