[R-sig-ME] Log-likelihood and mixed models in glmer

[Ben Bolker]

Andrew Miles <rstuff.miles at ...> writes:

>  Can someone point me to a reference that will explain why, when
> using mixed models (glmer and lmer) adding explanatory variables
> decreases the log likelihood?  This makes no sense to me, as adding
> explanatory power should make the model fit the data worse.  I've
                        ^^^^^
                        never?

> attached the data I am using, which contains no missing values, and
> here are the models I am running, and the results:

  The attachment didn't make it through to the mailing list.
Could you post it somewhere (or send it to me)?

> #note, models do not fully converge, but examination of estimates
>   using verbose=T suggests they are resonable

    The fact that they didn't converge (combined with your observation)
seems like a giant warning message to me ...  hard to say more without
seeing the data (see above)

> mod.null = glmer(res.lifesat.last5 ~ 1 + (1|hhidpn) + 
> (1|hhid), data=data.nomiss, family=binomial(link="probit"))
> mod1 = glmer(res.lifesat.last5 ~ networth2.gmc + (1|hhidpn) + 
>  (1|hhid), data=data.nomiss, family=binomial(link="probit"))
> mod2 = glmer(res.lifesat.last5 ~ networth2.gmc + married + (1|hhidpn) +
>  (1|hhid), data=data.nomiss, family=binomial(link="probit"))
> mod3 = glmer(res.lifesat.last5 ~ networth2.gmc + married + depscore + 
> selfhealth + (1|hhidpn) +
> (1|hhid), data=data.nomiss, family=binomial(link="probit"))

  I have to add some text so the Gmane portal will be happy,
so let me just add that

  mod1 <- update(mod.null, . ~ . + networth2.gmc)
  mod2 <- update(mod1, . ~ . + married)
  mod3 <- update(mod2, . ~ . + depscore + selfhealth)

  would be a little bit clearer.

  Have you tried centering any continuous predictors?
 
> #note that mod2 and mod3 have lower log-likelihoods than mod1, 
>  and mod3 has a lower LL than the null model
> anova(mod.null, mod1, mod2, mod3)

   Do you get the same results from just using logLik() ?  Perhaps
anova() is scrambling things up?