[R-sig-ME] ZERO variance and ZERO sd of random effect in lmer - justified to run a glm instead?

[ONKELINX, Thierry]

Dear Julia,

Make sure that you ran the model with a recent version of lme4. I recall a similar question were the model gave different results when run with a more recent version.

If the variance stays zero, then I still would not worry yet. The ecological interpretation would be that the probability for ars1 does not depend on the individuals. And I would stick with the mixed model because of the design of your study.

Best regards,

Thierry

ir. Thierry Onkelinx
Instituut voor natuur- en bosonderzoek / Research Institute for Nature and Forest
team Biometrie & Kwaliteitszorg / team Biometrics & Quality Assurance
Kliniekstraat 25
1070 Anderlecht
Belgium
+ 32 2 525 02 51
+ 32 54 43 61 85
Thierry.Onkelinx op inbo.be
www.inbo.be

To call in the statistician after the experiment is done may be no more than asking him to perform a post-mortem examination: he may be able to say what the experiment died of.
~ Sir Ronald Aylmer Fisher

The plural of anecdote is not data.
~ Roger Brinner

The combination of some data and an aching desire for an answer does not ensure that a reasonable answer can be extracted from a given body of data.
~ John Tukey


-----Oorspronkelijk bericht-----
Van: r-sig-mixed-models-bounces op r-project.org [mailto:r-sig-mixed-models-bounces op r-project.org] Namens Julia Sommerfeld
Verzonden: dinsdag 22 mei 2012 3:07
Aan: r-sig-mixed-models op r-project.org
Onderwerp: [R-sig-ME] ZERO variance and ZERO sd of random effect in lmer - justified to run a glm instead?

Dear list,

I'm running a lmer (package lme4) with a binomial error distribution and "bird" as the random effect (160 observations of 25 birds). The response variable "ars1" is coded as 0, 1.
The fixed effect "sit" is numerical and "dive" is categorical (0, 1).

What puzzles me a little is that the a variance and sd of the random effect is ZERO. Same question has been posted before and Douglas Bates answer was:

"No, an estimate of zero is not suspicious.  It is simply an indication

that the variability between individuals is not significantly larger than what one would expect from the random variability in the response."


While another answer suggested that the model was "wrong":


"A zero estimate of a variance possibly indicates the model is wrong."  This wrong model seemed to be related to a negative covariation of one of the fixed effects ?



 My simplified model is:

mod6 <- lmer(ars1 ~ sit + dive + (1|bird), data=dat, family=binomial)

> summary(mod6)
Generalized linear mixed model fit by the Laplace approximation
Formula: ars1 ~ sit + dive + (1 | bird)
   Data: dat
   AIC   BIC logLik deviance
 159.4 171.7 -75.71    151.4
Random effects:
 Groups Name        Variance Std.Dev.
 bird   (Intercept)  0        0
Number of obs: 160, groups: bird, 25

Fixed effects:
            Estimate Std. Error z value Pr(>|z|)
(Intercept)  -0.3615     0.4037  -0.895  0.37059
sit           0.7492     0.1448   5.175 2.28e-07 ***
dive          1.3076     0.4374   2.990  0.00279 **
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Correlation of Fixed Effects:
     (Intr) sit
sit   0.422
dive -0.756  0.005
>


Based on the summary output (zero variance and sd) and the two plots below, I'm inclined to believe that in fact my random effect bird does not account for any of the variance in the model. I.e., that there is no significant variability between birds that I should account for.

*QUESTION: Could I be overlooking something or is it justified to run a glm without the random effect bird instead of a lmer?*

Thank you!

Best regards, Julia


dotplot(ranef(mod6, postVar=TRUE))



qqnorm(unlist(ranef(mod6)), main="normal qq-plot, random effects")
qqline(unlist(ranef(mod6))) # qq of random effects

        [[alternative HTML version deleted]]

* * * * * * * * * * * * * D I S C L A I M E R * * * * * * * * * * * * *
Dit bericht en eventuele bijlagen geven enkel de visie van de schrijver weer en binden het INBO onder geen enkel beding, zolang dit bericht niet bevestigd is door een geldig ondertekend document.
The views expressed in this message and any annex are purely those of the writer and may not be regarded as stating an official position of INBO, as long as the message is not confirmed by a duly signed document.