[R-sig-ME] Low intercept estimate in a binomial glmm

Ben Bolker bbolker at gmail.com
Sat Apr 6 02:49:49 CEST 2013


John Maindonald <john.maindonald at ...> writes:

> 
> Surely it is an issue of how you define multi-collinearity.
> 
> Centering is a simple re-parameterisation that, like any
> other  re-parameterisation, makes no difference to the
> predicted values and their standard errors (well, it will
> make some small difference to the numerical computational
> error, but with modern software that should be of scant
> consequence).  Re-parameterisation may however give
> parameters that are much more interpretable, with much
> reduced correlations and standard errors   That is the
> primary reason, if there is one, for doing it.
> 

  ... but unfortunately centering often *can* make a difference
in GLMM fitting with lme4.  It would be nice eventually to
do *internal* orthogonalization of the fixed-effects design
matrix (or at least allow a switch for it), to make hand-centering/
scaling/orthogonalization unnecessary, but for the time
being there really are cases where centering matters.

  Ben Bolker



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