[R-sig-ME] Very small random effect estimation in lmer but not in stata xtmixed

[Joerg Luedicke]

I apologize for my sloppiness in that I did not mention what lme4
version I was using.

It was version 0.999375-42.

Joerg

On Fri, May 4, 2012 at 7:17 AM, Ben Bolker <bbolker at gmail.com> wrote:
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> On 12-05-04 09:46 AM, Joerg Luedicke wrote:
>> Ben,
>>
>> OP initially posted his problem over at the R-help forum:
>>
>> https://stat.ethz.ch/pipermail/r-help/2012-May/311685.html
>>
>> and so there was some discussion already.
>>
>> Mohammed sent me his data off-list and there does not seem to be a
>> problem with his data, as far as I can see. The problem rather
>> seems to be that lmer has some difficulties with estimating the
>> variance parameter for varying intercepts when the sample size is
>> small and the lower level variance is high relative to the group
>> level variance. Please see my following post from the R-help
>> forum:
>>
>> https://stat.ethz.ch/pipermail/r-help/2012-May/311766.html
>>
>> Any thoughts on this?
>>
>> Joerg
>
>  I've just tried this out with nlme and development lme4, and both of
> those do fine, so it seems (urgh) to be a problem with stable lme4 ...
>
> (Code below assumes that the stable lme4 version is installed from
> r-forge, where it is known as lme4.0; lme4 is the r-forge
> (development) version ...)
>
>  At the moment I would suggest going either backward to nlme or
> forward to development lme4 (GLMMs in development lme4 are quite
> unstable at the moment, and there may be some internal changes, but
> LMMs should be quite stable).
>
>
>>
> dat <- na.omit(read.csv("lmmTest.csv"))
> library(nlme)
> lme(AnxietyScore~cc,random=~1|SetID,data=dat)
> detach("package:nlme")
> library(lme4.0)
> lmer(AnxietyScore~cc+(1|SetID),data=dat)
> detach("package:lme4.0")
> library(lme4)
> (fm1 <- lmer(AnxietyScore~cc+(1|SetID),data=dat))
> fmFun <- update(fm1,devFunOnly=TRUE)
> getME(fm1,"theta")
> thetavec <- seq(0,0.5,length=101)
> dvec <- sapply(thetavec,fmFun)
> plot(thetavec,dvec,type="l")
> xyplot(profile(fm1))
> detach("package:lme4")
>
>
>
>> On Fri, May 4, 2012 at 5:39 AM, Ben Bolker <bbolker at gmail.com>
>> wrote:
>>> Mohammed Mohammed <M.A.MOHAMMED at ...> writes:
>>>
>>>
>>>> I am using the lmer function (in the lme4 library) to analyse
>>>> some data where individuals are clustered into sets (using the
>>>> SetID variable) with a single fixed effect (cc - 0 or 1). The
>>>> lmer model and output is shown below.
>>>
>>>
>>>
>>>> Whilst the fixed effects are consistent with stata (using
>>>> xtmixed, see below), the std dev of the random effect for SetID
>>>> is very very small (3.5803e-05)compared to stata's (see below
>>>> 1.002). Any ideas why this should be happening please....?
>>>
>>>> I am happy to share my data if that helps.
>>>>
>>>
>>> Nothing really obvious pops out.  Have you tried nlme (i.e
>>> library(nlme); lme(AnxietyScore ~cc, random=~1|SetID,data=mydf))
>>> as a cross-check?
>>>
>>> Can you send/post data?
>>>
>>> Ben Bolker
>>>
>>> _______________________________________________
>>> R-sig-mixed-models at r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
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