[R-sig-ME] lmer with binomial distribution of random effects
thierry.onkelinx at inbo.be
Mon Mar 9 12:58:14 CET 2015
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I assume that customer is the grouping factor. Note that you not only need
enough different grouping factor, you also need enough data for each
individual grouping factor. Given that you want a random intercept and two
slopes, then you need to fit a 3 x 3 covariance matrix. That needs 6
parameters. You won't get a stable fit, unless a decent number of customers
have a lot of transactions.
ir. Thierry Onkelinx
Instituut voor natuur- en bosonderzoek / Research Institute for Nature and
team Biometrie & Kwaliteitszorg / team Biometrics & Quality Assurance
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
2015-03-09 12:43 GMT+01:00 Siham El Kihal <sihamelkihal op yahoo.de>:
> Hi Thierry,
> I have tausends of transactions of customers purchases. I guess it should
> be fine.
> > Le 09.03.2015 à 04:22, Thierry Onkelinx <thierry.onkelinx op inbo.be> a
> écrit :
> > Dear Siham,
> > I would take a step back first. Do you have enough data to fit such a
> > complex model?
> > Best regards,
> > ir. Thierry Onkelinx
> > Instituut voor natuur- en bosonderzoek / Research Institute for Nature
> > Forest
> > team Biometrie & Kwaliteitszorg / team Biometrics & Quality Assurance
> > Kliniekstraat 25
> > 1070 Anderlecht
> > Belgium
> > 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
> > 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
> > ~ John Tukey
> > 2015-03-09 2:15 GMT+01:00 Ben Bolker <bbolker op gmail.com>:
> >> El Kihal, Siham <Siham.ElKihal op ...> writes:
> >>> Dear lmer() friends,
> >>> I am trying to estimate a model with a random
> >>> intercept, and 2 random slopes.
> >>> I believe that my betas (slopes) do not follow
> >>> a normal distribution, but rather a bimodal distribution.
> >>> The reason for this that there are two possible
> >>> mechanisms that influence the evolution of this variable,
> >>> one with a negative influence and another one with a
> >>> positive influence. This is why I need to use a bimodal
> >>> distribution for my slopes to avoid the fact that
> >>> both effects right now cancel out.
> >>> Does anyone of you has already done this or has
> >>> an idea how to concretely implement this using lmer()?
> >> This sounds like a latent mixture model problem. lme4 doesn't
> >> do this; you *might* be able to implement an expectation-maximization
> >> wrapper around lme4 that would do it, but it wouldn't be entirely
> >> trivial. If I had to do this I would probably turn to JAGS/BUGS.
> >> Looking forward to other answers from the list ...
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