[R-sig-ME] lme4 - equal estimates of regression coefficients across levels of a random effect

[Nicolas Deguines]

Thank you Thierry for the note and pointing out the the glmm wiki FAQ.

I understand the models are different but does anyone have more specifics
regarding the meaning of coding a random effect on the slope of multiple
fixed variables, ie what's the difference between:
glmer(response ~ x1 + x2 + x3 + x4 +(x1|year) +(x2|year) +(x3|year)
+(x4|year), … )
and
glmer(response ~ x1 + x2 + x3 + x4 +(x1 + x2 +x3 +x4 | year), … )

Best,
Nicolas


On Thu, Jun 11, 2015 at 10:17 AM, Thierry Onkelinx <thierry.onkelinx at inbo.be
> wrote:

> Dear Nicolas,
>
> Those models are different, hence you get different results. Note that two
> levels are not enough to get stable variance estimates for the random
> effect. See glmm wiki FAQ.
> Op 11-jun.-2015 18:39 schreef "Nicolas Deguines" <nicodeguines at gmail.com>:
>
>> Dear lme4 authors & users,
>>
>> I’m a postdoctoral research scholar working on the effect of
>> precipitation on the food web of a grassland semi-arid ecosystem in
>> California.
>>
>> I am analyzing my dataset with version 1.1-7 of the lme4 package with
>> version 3.2.0 of R.
>> I encountered an issue while running a glmer model that includes
>> random effects from a categorical variable (“year”, 2010 and 2011) on
>> the slope of four explanatory variables.
>> Precisely, the estimated slope coefficients for 1 out of 4 explanatory
>> variables are identical in the two years. However, when running a
>> model including only this particular explanatory variable and the same
>> random effect from year on slope, estimates are different for the two
>> years (indeed, I did check that values are different in the two years.
>>
>> It also happens for other models I’m running, e.g. with that
>> particular explanatory variable + two new ones: this time though, the
>> slope coefficients are different for that particular variable but
>> identical for the two new ones (nb: the response variable in this
>> model differs from the 1st model discussed).
>>
>> Is this an issue that already occurred to other lme4 users? Any idea
>> about what I may be doing wrong?
>> I suspect it may come from the syntax of my models. I had fitted my model
>> as:
>> glmer(response ~ x1 + x2 + x3 + x4 +(x1|year) +(x2|year) +(x3|year)
>> +(x4|year), … )
>> But I tried the following model:
>> glmer(response ~ x1 + x2 + x3 + x4 +(x1 + x2 +x3 +x4 | year), … )
>> it does estimate different slope coefficients for each year.
>> I don’t know what meanings are associated with these two different
>> syntaxes though, and I would really appreciate any information or
>> reference anyone can give to clarify this.
>>
>> I would be glad to provide additional information that may be needed
>> about the models or the dataset.
>>
>> I take the opportunity while writing this email to thank lme4 authors
>> for developing and improving the very useful package that is lme4!
>>
>> Best regards,
>> Nicolas Deguines
>>
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>>
>

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