[R-sig-ME] LMER vs MLwiN

[Doran, Harold]

I think you need to consult a local statistician who can help you at this point. This list really cannot do all the work for you. 

----- Original Message -----
From: W Robert Long <longrob604 at gmail.com>
To: Doran, Harold
Cc: r-sig-mixed-models at r-project.org <r-sig-mixed-models at r-project.org>
Sent: Fri Feb 17 16:11:35 2012
Subject: Re: [R-sig-ME] LMER vs MLwiN

Thanks. Can you point me to any resources that would explain how to do 
that ? On the one hand it's great to know that it's straightforward, and 
I'm keen to learn,  but on the other it is rather depressing as I 
haven't a clue how to do it ;)

On 17/02/2012 9:05 PM, Doran, Harold wrote:
> It is straight forward to write your own resampling method for your fitted model. May be worth the effort for you
> ________________________________________
> From: W Robert Long [longrob604 at gmail.com]
> Sent: Friday, February 17, 2012 3:45 PM
> To: Doran, Harold
> Cc: r-sig-mixed-models at r-project.org
> Subject: Re: [R-sig-ME] LMER vs MLwiN
>
> 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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