[R-sig-ME] glmer.nb(): Residual term ??
Christine Adrion
adrion at ibe.med.uni-muenchen.de
Tue Apr 28 13:42:42 CEST 2015
Hello,
I fit a negative binomial GLMM using the lme4 package (version
lme4_1.1-7), R-function glmer.nb(). It seems that this is still an
experimental feature. The help function does not explain the residual term
in the resulting R output.
#---------------
# Reproducible example:
tmpf <- function() {
x <- runif(400) - 0.5
z <- gl(n=40, k=10)
m <- model.matrix(~x + z)
u <- rnorm(40, sd=0.5)
eta <- m %*% c(0, 3, u[-1] - u[1])
y <- rnbinom(n=length(eta), size=3, mu=exp(eta))
data.frame(y, x, z)
}
set.seed(2011)
simdf <- tmpf()
m <- glmer.nb(y ~ x + (1|z), data=simdf)
m
##------------ output --------------------
Generalized linear mixed model fit by maximum likelihood (Laplace
Approximation) ['glmerMod']
Family: Negative Binomial(6.7839) ( log )
Formula: y ~ x + (1 | z)
Data: ..2
AIC BIC logLik deviance df.resid
890.5451 906.5109 -441.2725 882.5451 396
Random effects:
Groups Name Std.Dev.
z (Intercept) 0.3923
Residual 0.9665
Number of obs: 400, groups: z, 40
Fixed Effects:
(Intercept) x
-0.5511 2.5969
#-----------------------------------------
Unfortunately, it's not clear to me what the measure "Residual" exactly
expresses and thus why it is used by glmer.nb.
[BTW, the fitted dispersion parameter 'size' is not very close to the true
one (which was 3).]
Thanks for any help/explanation.
Kind regards
Christine
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