[R-sig-ME] LMER vs MLwiN

[W Robert Long]

Thank you. I tried mcmcsamp but I received the error "Update not yet 
written". A little searching revealed that mcmcsamp may not work with 
non-gaussian models ?

On 17/02/2012 7:58 PM, Doran, Harold wrote:
> Sorry, meant to also add that you can try this as
>
>> example(mcmcsamp)
>> densityplot(samp0)
>> qqmath(samp0)
>
> I think you can then extend this your data to see if the distributional assumptions hold
>
>> -----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 Doran, Harold
>> Sent: Friday, February 17, 2012 2:55 PM
>> To: W Robert Long; r-sig-mixed-models at r-project.org; Douglas Bates
>> Subject: Re: [R-sig-ME] LMER vs MLwiN
>>
>> Raudenbush and Bryk do discuss this in their book if you require a text. But,
>> it is quite easy to show. At one point, there was an example of how to do this
>> using mcmcsamp() in the lme4 package (I think). But, I don't see the lattice
>> plots in that help page now.
>>
>>> -----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 W Robert Long
>>> Sent: Friday, February 17, 2012 2:33 PM
>>> To: r-sig-mixed-models at r-project.org; Douglas Bates
>>> Subject: Re: [R-sig-ME] LMER vs MLwiN
>>>
>>>
>>> On 17/02/2012 4:37 PM, Douglas Bates wrote:
>>> <snip>
>>>>> The estimates look pretty close, but the standard errors for the REs are
>>>>> quite different - I seem to remember the sampling variance of REs has a
>>>>> skewed distribution, but I don't know if this has anything to do with it
>> ?
>>>>
>>>> Those are not standard errors in the glmer output.  They are simply
>>>> the variance estimates on the standard deviation scale (i.e. 0.15567 =
>>>> sqrt(0.024233)).  The reason that glmer does not provide a standard
>>>> error for an estimate of a variance component is because they don't
>>>> make sense in most cases.  The distribution of the estimator is highly
>>>> skewed.
>>>>
>>> <snip>
>>>
>>> Thank you for that. Could you provide a reference for this latter point
>>> ? I have a copy of the Pinheiro and Bates (2000) book available in our
>>> library, if it's in there ? Otherwise, a published paper would be also
>>> be fine.
>>>
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>>
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