[R-sig-ME] Confidence intervals in GAMM4
Gavin Simpson
gavin.simpson at ucl.ac.uk
Wed Jun 5 19:36:11 CEST 2013
On Thu, 2013-05-30 at 12:12 -0300, Rodrigo Tardin wrote:
> Hi all,
>
<snip />
>
> I searched in R for confidence intervals in GAMM4 but I did not find it. I
> could obtain variance and std deviation for the random and fixed effects
> Groups Name Variance Std.Dev.
> RANDOM (Intercept) 1.4973e+01 3.8694319
> Xr.0 s(DISTCOAST) 4.7361e-02 0.2176263
> Xr s(DEPTH) 1.9779e-06 0.0014064
>
>
> Here it is my model.
> n3 <- gamm4(OCC_BIN~s(DEPTH)+s(DISTANCE_TO_COAST)+offset(RT),random = ~
> (1|RANDOM),correlation=corAR1(),method="ML", family=binomial,data=bryde3)
Unfortunately, this is *totally* wrong. There is no `correlation`
argument in `gamm4()` nor `glmer()`, which is the underlying fitting
function. That this didn't raise an error is due to `gamm4()` etc having
argument `...` which silently mops up any left over, non-used arguments.
`gamm()` in package *mgcv* does have a `correlation` argument but that
will fit your binomial GLMM via PQL which isn't such a good solution for
such models.
In nlme:::lme there was a function intervals() which could provide the
CI on the REs - see if there is an equivalent for lme4:::glmer. IIRC
Doug has something on this in his in-prep book on mixed effects models
via lme4, see chapter 1 in
http://lme4.r-forge.r-project.org/lMMwR/lrgprt.pdf
That presumes that you sort out the AR(1) business; you can't do that in
glmer().
Options are to move back to mgcv::gamm() but as I said, PQL isn't great
of binomial models. If your REs are simple, then mgcv::gam() can be
used. Again this doesn't have a correlation argument but ?magic (after
loading mgcv) has an example of including the correlation in the fit via
some jiggery-pokery. Alternatively and related to gam() is mgcv::bam()
which can take a known AR(1) parameter into account during the fitting.
This fits the AR(1) given the ordering of the data, which is what
`correlation=corAR1()` would have done - perhaps this just plain won't
work in nlme:::lme if you don't specify any ordering variable? - but I'm
not sure that will be correct given that your data are strictly time
ordered.
HTH
G
> The OFFSET is the boat route (the number of times the boat searched for
> whales in each 2x2km grid)
> RANDOM is the individual whale as done in previous studies (Hazen et al
> 2009 - MEPS - doi:10.3354/meps08108)
>
> Can someone help me, please?
> Sincerely,
> _______________________________________________
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--
Gavin Simpson, PhD [t] +1 306 337 8863
Adjunct Professor, Department of Biology [f] +1 306 337 2410
Institute of Environmental Change & Society [e] gavin.simpson at uregina.ca
523 Research and Innovation Centre [tw] @ucfagls
University of Regina
Regina, SK S4S 0A2, Canada
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