[R-sig-ME] meaning of the use.u argument in bootMer and simulateMerMod

[Simon Chamaillé-Jammes]

install.packages("lme4",repos="http://r-forge.r-project.org")

see here: http://lme4.r-forge.r-project.org/

simon

On Sat, 2012-06-23 at 09:18 +0100, laurent stephane wrote:
> Please, how to get this latest lme4 release ? 
> Thanks in advance,
> SL
> 
> 
> 
> ______________________________________________________________________
> De : Simon Chamaillé-Jammes <s.chamaille at yahoo.fr>
> À : r-sig-mixed-models at r-project.org 
> Envoyé le : Vendredi 22 juin 2012 15h08
> Objet : [R-sig-ME] meaning of the use.u argument in bootMer and
> simulateMerMod
> 
> 
> Hello all, 
> 
> recently I've been doing parametric boostrapping of glmer models
> (using
> simulate/refit) to get confidence intervals for both fixed effect and
> variance estimates. 
> 
> Yesterday I updated to the latest lme4 release on rforge, and
> discovered
> (did I overlook it before?) the use.u argument in the bootMer function
> (which is actually used in the simulateMerMod function called by
> bootMer).
> 
> in bootMer the definition of the use.u argument (default is FALSE) is:
>         
> logical, indicating, if the spherized random effects should be
> simulated / bootstrapped as well. If FALSE, they are not changed, and
> all inference is conditional on these.
> 
> in simulateMerMod its definition (default is FALSE) is:
>         
> (logical) generate new random-effects values (FALSE) or generate a
> simulation condition on the current random-effects estimates (TRUE)?
> 
> Despite these explanations I don't quite get what's actually done and
> I'm feeling uneasy about what should be done when bootstrapping to
> produce confidence intervals for variance estimates. So far I have
> implicitly used the default use.u = FALSE. All examples found on
> various
> discussion/help lists seem to happily avoid this issue, maybe rightly
> I
> don't know.
> 
> Any clarification, and answer on am I doing it right or not, would be
> welcome.
> 
> best,
> 
> simon
> 
> PS1/ If one use bootMer to perform semi-parametric bootstrapping and
> use.u is TRUE (the only option for now with semi-par. bootstrap), then
> residuals are randomly permuted and added to the fitted values.
> 
> PS2/ I believe what I'm asking here is related and similar to what was
> asked here:
> https://stat.ethz.ch/pipermail/r-sig-mixed-models/2010q4/005049.html
> which wasn't replied to (at least on the list).
> 
> PS3/ for my personal knowledge, I would be glad to get a hint on what
> "spherized" random effects mean - google was of no help on this (which
> somehow makes me feel good at times...)
> 
> PS4/ for those interested, usage of use.u = TRUE with
> observation-level
> random effect or nested random effects is problematic, ie. does not
> run:
> you get things like: 
> Error in dim(val) <- c(n, nsim) : 
>   dims [product 164] do not match the length of object [123]
> In addition: Warning message:
> In etasim.fix + etasim.reff :
>   longer object length is not a multiple of shorter object length
> 
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> 
> 
>